On the small time asymptotics of scalar stochastic conservation laws
Probability
2020-04-08 v2
Abstract
In this paper, we establish a small time large deviation principles for scalar stochastic conservation laws driven by multiplicative noise. The doubling of variables method plays a key role.
Keywords
Cite
@article{arxiv.1907.03397,
title = {On the small time asymptotics of scalar stochastic conservation laws},
author = {Zhao Dong and Rangrang Zhang},
journal= {arXiv preprint arXiv:1907.03397},
year = {2020}
}
Comments
arXiv admin note: substantial text overlap with arXiv:1806.02955