Related papers: Large deviation principle for white noise SPDEs wi…
We study a stochastic Landau-Lifshitz equation on a bounded interval and with finite dimensional noise. We first show that there exists a pathwise unique solution to this equation and that this solution enjoys the maximal regularity…
We establish large deviation principle (LDP) for the family of vector-valued random processes $(X^\epsilon,Y^\epsilon),\epsilon\to 0$ defined as $$ X^\epsilon_t=\frac{1}{\epsilon^\kappa}\int_0^t H(\xi^\epsilon_s,Y^\epsilon_s)ds,…
We study a class of stochastic differential equations with non-Lipschitzian coefficients.A unique strong solution is obtained and a large deviation principle of Freidln-Wentzell type has been established.
In this paper we study a large deviation principle of Freidlin-Wentzell type for pinned hypoelliptic diffusion measures associated with a natural sub-Laplacian on a compact sub-Riemannian manifold. To prove this large deviation principle,…
We establish a large deviation principle for a reflected Poisson driven SDE. Our motivation is to study in a forthcoming paper the problem of exit of such a process from the basin of attraction of a locally stable equilibrium associated…
In this paper, we establish a large deviation principle for the conservative stochastic partial differential equations, whose solutions are related to stochastic differential equations with interaction. The weak convergence method and the…
Using the hyper-exponential recurrence criterion, a large deviation principle for the occupation measure is derived for a class of non-linear monotone stochastic partial differential equations. The main results are applied to many concrete…
The present work is concerned about two-dimensional stochastic convective Brinkman-Forchheimer (2D SCBF) equations perturbed by a white noise (non degenerate) in smooth bounded domains in $\R^{2}$. We establish two important properties of…
In this note, we prove a sharp large derivation principle (LDP) for the cubic nonlinear Schr\"odinger equation with Gaussian random initial data in Fourier Lebesgue spaces. As a consequence, we improve the exponential decay condition in…
We study a class of reflected McKean-Vlasov diffusions over a convex domain with self-stabilizing coefficients. This includes coefficients that do not satisfy the classical Wasserstein Lipschitz condition. Further, the process is…
In this paper, we consider the large deviations principles (LDPs) for the stochastic linear Schr\"odinger equation and its symplectic discretizations. These numerical discretizations are the spatial semi-discretization based on spectral…
We study small noise large deviation asymptotics for stochastic differential equations with a multiplicative noise given as a fractional Brownian motion $B^H$ with Hurst parameter $H>\frac12$. The solutions of the stochastic differential…
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…
As an important tool characterizing the long time behavior of Markov processes, the Donsker-Varadhan LDP (large deviation principle) does not directly apply to distribution dependent SDEs/SPDEs since the solutions are non-Markovian. We…
Consider the stochastic differential equation in $\rr^d$ dX^{\e}_t&=b(X^{\e}_t)dt+\sqrt{\e}\sigma(X^\e_t)dB_t X^{\e}_0&=x_0,\quad x_0\in\rr^d$ where $b:\rr^d\to\rr^d$ is $C^1$ such that $<x,b(x)> \leq C(1+|x|^2)$, $\sigma:\rr^d\to…
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…
The present paper focuses on the stochastic nonlinear Schrodinger equation with polynomial nonlinearity, and a zero-order (no derivatives involved) linear damping. Here, the random forcing term appears as a mix of a nonlinear noise in the…
For a heat equation with memory driven by a L\'evy-type noise we establish the existence of a unique solution. The main part of the article focuses on the Freidlin-Wentzell large deviation principle of the solutions of heat equation with…
In this paper, we study the large deviation principle (LDP) for obstacle problems governed by a T-monotone operator and small multiplicative stochastic reaction. Our approach relies on a combination of new sufficient condition to prove LDP…
In this work we determine a process-level Large Deviation Principle (LDP) for a model of interacting particles indexed by a lattice $\mathbb{Z}^d$. The connections are random, sparse and unscaled, so that the system converges in the large…