Related papers: Large deviations for an obstacle problem with T-mo…

In this work, we focus on the global solvability and uniform large deviations for the solutions of stochastic generalized Burgers-Huxley (SGBH) equation perturbed by a small multiplicative white in time and colored in space noise. The SGBH…

We construct a quasi-sure version (in the sense of Malliavin) of geometric rough paths associated with a Gaussian process with long-time memory. As an application we establish a large deviation principle (LDP) for capacities for such…

The present work deals with the global solvability as well as asymptotic analysis of stochastic generalized Burgers-Huxley (SGBH) equation perturbed by space-time white noise in a bounded interval of $\mathbb{R}$. We first prove the…

Large deviation principle by the weak convergence approach is established for the stochastic nonlinear Schrodinger equation in one-dimension and as an application the exit problem is investigated.

We recover the Donsker-Varadhan large deviations principle (LDP) for the empirical measure of a continuous time Markov chain on a countable (finite or infinite) state space from the joint LDP for the empirical measure and the empirical flow…

For $0\le \alpha <1$ and $\beta>2$, we consider a linear mod 1 transformation on a unit interval; $x\mapsto\beta x+\alpha$ (${\rm mod}\ 1$), and prove that it satisfies the level-2 large deviation principle with the unique measure of…

We study the obstacle problem for the Evolutionary p-Laplace Equation when the obstacle is discontinuous and without regularity in the time variable. Two quite different procedures yield the same solution.

This is basically a polished presentation for Sections 1,2 of arXiv:0801.1050. The Moderate Deviations Principle (MDP) is well-understood for sums of independent random variables, worse understood for stationary random sequences, and…

We prove large deviation principles (LDPs) for full chordal, radial, and multichordal SLE(0+) curves parameterized by capacity. The rate function is given by the appropriate variant of the Loewner energy. There are two key novelties in the…

We establish the large deviation principle for the slow variables in slow-fast dynamical system driven by both Brownian noises and L\'evy noises. The fast variables evolve at much faster time scale than the slow variables, but they are…

We consider temporal models of rapidly changing Markovian networks modulated by time-evolving spatially dependent kernels that define rates for edge formation and dissolution. Alternatively, these can be viewed as Markovian networks with…

One of the main contributions of this paper is to illustrate how large deviation theory can be used to determine the equilibrium distribution of a basic droplet model that underlies a number of important models in material science and…

Let L be a positive line bundle over a projective complex manifold X. Consider the space of holomorphic sections of the tensor power of order p of L. The determinant of a basis of this space, together with some given probability measure on…

In this paper, we establish the existence, uniqueness and stability results for the obstacle problem associated with a degenerate nonlinear diffusion equation perturbed by conservative gradient noise. Our approach revolves round introducing…

In this paper we study one-dimensional Jacobi operators on the lattice with a potential given by the skew shift. We show that the large deviation theorem takes place for Diophantine frequency and sufficiently large disorder. Combining the…

We prove the dynamical large deviations for a particle system in which particles may have different velocities. We assume that we have two infinite reservoirs of particles at the boundary: this is the so-called boundary driven process. The…

This work focuses on multivalued stochastic differential equations with jumps. First, by employing the weak convergence approach, we establish the Freidlin-Wentzell uniform large deviation principle and the Dembo-Zeitouni uniform large…

By comparing the original equations with the corresponding stationary ones, the moderate deviation principle (MDP) is established for unbounded additive functionals of several different models of distribution dependent SDEs, with…

We show a finite-time large deviation principle (LDP) for "Dyson type" diffusion processes, including Dyson Brownian motion on the circle, for a fixed number of particles as the coupling parameter $\beta=8/\kappa$ tends to $\infty$. We also…

A large deviation principle is derived for stochastic partial differential equations with slow-fast components. The result shows that the rate function is exactly that of the averaged equation plus the fluctuating deviation which is a…