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We prove the existence and uniqueness of probabilistically strong solutions to stochastic porous media equations driven by time-dependent multiplicative noise on a general measure space $(E, \mathscr{B}(E), \mu)$, and the Laplacian replaced…

Probability · Mathematics 2023-03-30 Michael Röckner , Weina Wu , Yingchao Xie

We establish a large deviation principle (LDP) for a class of stochastic porous media equations driven by L\'{e}vy-type noise on a $\sigma$-finite measure space $(E,\mathcal{B}(E),\mu)$, with the Laplacian replaced by a negative definite…

Probability · Mathematics 2023-12-07 Weina Wu , Jianliang Zhai

We establish the existence and uniqueness of strong solutions to stochastic porous media equations driven by L\'{e}vy noise on a $\sigma$-finite measure space $(E,\mathcal{B}(E),\mu)$, and with the Laplacian replaced by a negative definite…

Probability · Mathematics 2023-04-06 Weina Wu , Jianliang Zhai

In this paper, we prove that stochastic porous media equations over $\sigma$-finite measure spaces $(E,\mathcal{B},\mu)$, driven by time-dependent multiplicative noise, with the Laplacian replaced by a self-adjoint transient Dirichlet…

Probability · Mathematics 2023-08-22 Michael Röckner , Weina Wu , Yingchao Xie

The large deviation principle is established for the distributions of a class of generalized stochastic porous media equations for both small noise and short time.

Probability · Mathematics 2007-05-23 Michael Röckner , Feng-Yu Wang , Liming Wu

In this paper, we establish the Freidlin-Wentzell type large deviation principles for porous medium-type equations perturbed by small multiplicative noise. The porous medium operator $\Delta (|u|^{m-1}u)$ is allowed. Our proof is based on…

Probability · Mathematics 2020-04-01 Rangrang Zhang

The main goal of this article is to study the effect of small, highly nonlinear, unbounded drifts (small time large deviation principle (LDP) based on exponential equivalence arguments) for a class of stochastic partial differential…

Probability · Mathematics 2022-12-27 Ankit Kumar , Manil T. Mohan

In this paper, we study the large deviation principle of invariant measures of stochastic reaction-diffusion lattice systems driven by multiplicative noise. We first show that any limit of a sequence of invariant measures of the stochastic…

Probability · Mathematics 2024-05-07 Bixiang Wang

The Freidlin-Wentzell large deviation principle is established for the distributions of stochastic evolution equations with general monotone drift and small multiplicative noise. As examples, the main results are applied to derive the large…

Probability · Mathematics 2010-05-06 Wei Liu

We establish a Freidlin-Wentzell type large deviation principle (LDP) for a class of stochastic partial differential equations with locally monotone coefficients driven by L\'evy noise. Our results essentially improve a recent work on this…

Probability · Mathematics 2024-01-23 Weina Wu , Jianliang Zhai , Jiahui Zhu

Consider stochastic partial differential equations (SPDEs) with fully local monotone coefficients in a Gelfand triple $V\subseteq H\subseteq V^*$ $$ \left\{ \begin{align} &dX_t=A(t,X_t)dt+B(t,X_t)dW_t,\ t\in (0,T]\\\\& X_0=x\in H,…

Probability · Mathematics 2024-01-11 Tianyi Pan , Shijie Shang , Jianliang Zhai , Tusheng Zhang

In this paper we study the Large Deviation Principle (LDP in abbreviation) for a class of Stochastic Partial Differential Equations (SPDEs) in the whole space $\mathbb{R}^d$, with arbitrary dimension $d\geq 1$, under random influence which…

Probability · Mathematics 2015-05-20 Tarik El Mellali , Mohamed Mellouk

In this paper, we consider the large deviations of invariant measure for the 3D stochastic hyperdissipative Navier-Stokes equations driven by additive noise. The unique ergodicity of invariant measure as a preliminary result is proved using…

Analysis of PDEs · Mathematics 2023-07-11 Zhaoyang Qiu , Hui Liu , Chengfeng Sun

This paper is devoted to proving the small noise asymptotic behaviour, particularly large deviation principle, for multi-scale stochastic dynamical systems with fully local monotone coefficients driven by multiplicative noise. The main…

Probability · Mathematics 2024-03-11 Wei Hong , Wei Liu , Luhan Yang

In this paper, a large deviation principle for the strong solution of the p-Laplace equation on unbounded domain driven by small multiplicative Brownian noise is established. The weak convergence approach and the localized time increment…

Probability · Mathematics 2024-08-28 Ananta K Majee

We present a generalization of Krylov-Rozovskii's result on the existence and uniqueness of solutions to monotone stochastic differential equations. As an application, the stochastic generalized porous media and fast diffusion equations are…

Probability · Mathematics 2007-05-23 Jiagang Ren , Michael Röckner , Feng-Yu Wang

We consider a stochastic wave equation in spatial dimension three, driven by a Gaussian noise, white in time and with a stationary spatial covariance. The free terms are nonlinear with Lipschitz continuous coefficients. Under suitable…

Probability · Mathematics 2010-01-29 Víctor Ortiz-López , Marta Sanz-Solé

We establish a framework for the existence and uniqueness of solutions to stochastic nonlinear (possibly multi-valued) diffusion equations driven by multiplicative noise, with the drift operator $L$ being the generator of a transient…

Probability · Mathematics 2024-02-05 Benjamin Gess , Michael Röckner , Weina Wu

Localized sufficient conditions for the large deviation principle of the given stochastic differential equations will be presented for stochastic differential equations with non-Lipschitzian and time-inhomogeneous coefficients, which is…

Probability · Mathematics 2014-04-08 Yunjiao Hu , Guangqiang Lan

The asymptotic analysis of a class of stochastic partial differential equations (SPDEs) with fully locally monotone coefficients covering a large variety of physical systems, a wide class of quasilinear SPDEs and a good number of fluid…

Probability · Mathematics 2022-12-13 Ankit Kumar , Manil T. Mohan
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