A PDE approach to certain large deviation problems for systems of parabolic equations
L. C. Evans; P. E. Souganidis; G. Fournier; M. Willem
Annales de l'I.H.P. Analyse non linéaire (1989)
- Volume: S6, page 229-258
- ISSN: 0294-1449
Access Full Article
topHow to cite
topEvans, L. C., et al. "A PDE approach to certain large deviation problems for systems of parabolic equations." Annales de l'I.H.P. Analyse non linéaire S6 (1989): 229-258. <http://eudml.org/doc/78197>.
@article{Evans1989,
author = {Evans, L. C., Souganidis, P. E., Fournier, G., Willem, M.},
journal = {Annales de l'I.H.P. Analyse non linéaire},
keywords = {parabolic equation; Hamilton-Jacobi equation; exponential decay properties; large deviations techniques},
language = {eng},
pages = {229-258},
publisher = {Gauthier-Villars},
title = {A PDE approach to certain large deviation problems for systems of parabolic equations},
url = {http://eudml.org/doc/78197},
volume = {S6},
year = {1989},
}
TY - JOUR
AU - Evans, L. C.
AU - Souganidis, P. E.
AU - Fournier, G.
AU - Willem, M.
TI - A PDE approach to certain large deviation problems for systems of parabolic equations
JO - Annales de l'I.H.P. Analyse non linéaire
PY - 1989
PB - Gauthier-Villars
VL - S6
SP - 229
EP - 258
LA - eng
KW - parabolic equation; Hamilton-Jacobi equation; exponential decay properties; large deviations techniques
UR - http://eudml.org/doc/78197
ER -
References
top- 1. A. Bensoussan, J.L. Lions and G. Papanicolaou, Asymptotic Analysis for Periodic Structure, North-Holland, Amsterdam, 1978. Zbl0404.35001MR503330
- 2. M.G. Crandall, L.C. Evans, and P.-L. Lions, Some properties of viscosity solutions of Hamilton-Jacobi equations, Trans. AMS82 (1984), 487-502. Zbl0543.35011MR732102
- 3. M.G. Crandall and P.-L. Lions, Viscosity solutions of Hamilton-Jacobi equations, Trans. AMS277 (1983), 1-42. Zbl0599.35024MR690039
- 4. M.D. Donsker and S.R.S. Varadhan, On a variational formula for the principal eigenvalue for operators with a maximum principle, Proc. Nat. Acad. Sci. USA72 (1975), 780-783. Zbl0353.49039MR361998
- 5. R. Ellis, Entropy, Large Deviations and Statistical Mechanisms, Springer, New York, 1985. Zbl0566.60097MR793553
- 6. L.C. Evans and H. Ishii, A PDE approach to some asymptotic problems concerning random differential equation with small noise intensities, Ann. L'Institut H. Poincaré2 (1985), 1-20. Zbl0601.60076MR781589
- 7. L.C. Evans and P.E. Souganidis, Differential games and representation formulas for solutions of Hamilton-Jacobi equations, Indiana U. Math. J.33 (1984), 773-797. Zbl1169.91317MR756158
- 8. L.C. Evans and P.E. Souganidis, A PDE approach to geometric optics for certain semilinear parabolic equations, to appear. Zbl0692.35014MR982575
- 9. W. Fleming and P.E. Souganidis, A PDE approach to asymptotic estimates for optional exit probabilities, Annali Scuola Norm. Sup. Pisa. Zbl0576.93067
- 10. M.I. Freidlin and A.D. Wentzell, Random Perturbations of Dynamical Systems, Springer, New York, 1984. Zbl0522.60055MR722136
- 11. F.R. Gantmacher, The Theory of Matrices (Vol. II), Chelsea, New York, 1959. Zbl0085.01001
- 12. S. Karlin and H.M. Taylor, A First Course in Stochastic Processes (2nd ed.), Academic Press, New York, 1975. Zbl0315.60016MR356197
- 13. S. Koike, An asymptotic formula for solutions of Hamilton-Jacobi-Bellman equations, preprint. Zbl0623.49016MR881728
- 14. P.E. Souganidis, Existence of viscosity solutions of Hamilton-Jacobi equations, J. Diff. Eq.56 (1985), 345-390. Zbl0506.35020MR780496
NotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.