Related papers: Large Deviation Principle for complex solution to …
The maximum principle for SPDEs is established in multidimensional $C^{1}$ domains. An application is given to proving the H\"older continuity up to the boundary of solutions of one-dimensional SPDEs.
The large deviation function obtained recently by Derrida and Lebowitz for the totally asymmetric exclusion process is generalized to the partially asymmetric case in the scaling limit. The asymmetry parameter rescales the scaling variable…
It has often been observed that the Multifractal Formalism and the Large Deviation Principles are intimately related. In fact, Multifractal Formalism was heuristically derived using the Large Deviations ideas. In numerous examples in which…
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…
A new representation of solutions to the equation $-y"+q(x)y=\omega^2 y$ is obtained. For every $x$ the solution is represented as a Neumann series of Bessel functions depending on the spectral parameter $\omega$. Due to the fact that the…
We prove the existence and uniqueness of a strong solution for an SDE on a semi-axis with singularities at the point 0. The result obtained yields, for example, the strong uniqueness of non-negative solutions to SDEs governing Bessel…
We consider non-gauge-invariant cubic nonlinear Schr\"odinger equations in one space dimension. We show that initial data of size $\varepsilon$ in a weighted Sobolev space lead to solutions with sharp $L_x^\infty$ decay up to time…
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.
This paper is devoted to the study of the large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions. This work is the sequel of [13] in which a probabilistic method was developped to show that the…
We study the large deviations principle for locally periodic stochastic differential equations with small noise and fast oscillating coefficients. There are three possible regimes depending on how fast the intensity of the noise goes to…
In this article we consider an extension of the classical Curie-Weiss model in which the global and deterministic external magnetic field is replaced by local and random external fields which interact with each spin of the system. We prove…
In this paper, we establish a large deviation principle for stochastic differential delay equations driven by both Brownian motions and Poisson random measures. The weak convergence method plays an important role.
We consider the multiparameter random simplicial complex on a vertex set $\{ 1,\dots,n \}$, which is parameterized by multiple connectivity probabilities. Our key results concern the topology of this complex of dimensions higher than the…
In this paper we produce precise large deviation estimates through the lens of mod-Poisson convergence. We apply a general result to various examples from number theory, Dedekind domains and polynomials over finite fields when an element is…
Large deviations principles characterize the exponential decay rates of the probabilities of rare events. Cerrai and Rockner [13] proved that systems of stochastic reaction-diffusion equations satisfy a large deviations principle that is…
{We provide a probabilistic approach in order to investigate the smoothness of the solution to the Poisson and Dirichlet problems in $L$-shaped domains. In particular, we obtain (probabilistic) integral representations for the solution. We…
In this article, we develop a framework to study the large deviation principle for matrix models and their quantized versions, by tilting the measures using the limits of spherical integrals obtained in [46,47]. As examples, we obtain 1. a…
In this paper we prove a large deviation principle for the empirical drift of a one-dimensional Brownian motion with self-repellence called the Edwards model. Our results extend earlier work in which a law of large numbers, respectively, a…
We study Mallows random permutations conditioned to avoid a given pattern $\alpha$ of length~$3$. When the bias parameter is of the form $e^{\beta/n}$, we prove that these permutations converge to a non-trivial explicit deterministic…
We continue the study in a previous work in the setting of weighted pluripotential theory arising from polynomials associated to a convex body $P$ in $({\bf R}^+)^d$. Our goal is to establish a large deviation principle in this setting…