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相关论文: Large deviation principle for stochastic generaliz…

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This paper is concerned with the stochastic generalized Ginzburg-Landau equation driven by a multiplicative noise of jump type. By a prior estimate, weak convergence and monotonicity technique, we prove the existence and uniqueness of the…

偏微分方程分析 · 数学 2023-01-10 Lin Lin , Hongjun Gao

We establish a large deviation principle for the occupation measure of the stochastic real Ginzburg-Landau equation driven by $\alpha$-stable noises. The proof is based on a hyper-exponential recurrence criterion. Our result indicates a…

概率论 · 数学 2015-10-14 Ran Wang , Jie Xiong , Lihu Xu

In this paper, we establish a large deviation principle for a stochastic evolution equation which describes the system governing the nematic liquid crystals driven by pure jump noise. The proof is based on the weak convergence approach.

概率论 · 数学 2018-08-29 Rangrang Zhang , Guoli Zhou

We shall establish a large deviation principle for some occupation measure of the stochastic real Ginzburg-Landau equation driven by $\alpha$-stable noises. As a consequence, we obtain the exact rate of exponential ergodicity of the…

概率论 · 数学 2015-01-28 Ran Wang , Jie Xiong , Lihu Xu

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…

概率论 · 数学 2025-12-23 Huijie Qiao

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…

概率论 · 数学 2016-09-15 Z. Brzeźniak , B. Goldys , T. Jegaraj

In this paper we establish the large deviation principle for the stochastic quasi-geostrophic equation in the subcritical case with small multiplicative noise. The proof is mainly based on the stochastic control and weak convergence…

概率论 · 数学 2013-05-22 Wei Liu , Michael Röckner , Xiangchan Zhu

Considering irreducibility is fundamental for studying the ergodicity of stochastic dynamical systems. In this paper, we establish the irreducibility of stochastic complex Ginzburg-Laudau equations driven by pure jump noise. Our results are…

概率论 · 数学 2022-10-04 Hao Yang , Jian Wang , Jianliang Zhai

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.

概率论 · 数学 2016-11-01 Yumeng Li , Ran Wang , Nian Yao , Shuguang Zhang

We prove a large deviation principle for stochastic differential equations driven by semimartingales, with additive controls. Conditions are given in terms of characteristics of driven semimartingales, so that if the noise-control pairs…

概率论 · 数学 2024-08-13 Qiao Huang , Wei Wei , Jinqiao Duan

The theory of stochastic approximations form the theoretical foundation for studying convergence properties of many popular recursive learning algorithms in statistics, machine learning and statistical physics. Large deviations for…

概率论 · 数学 2025-02-05 Henrik Hult , Adam Lindhe , Pierre Nyquist , Guo-Jhen Wu

A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…

概率论 · 数学 2017-05-09 Amarjit Budhiraja , Paul Dupuis , Arnab Ganguly

The stochastic Landau-Lifshitz-Bloch equation in dimensions 1; 2; and 3 perturbed by pure jump noise is considered in the Marcus canonical form. A proof for existence of a martingale solution is given. The proof uses the Faedo-Galerkin…

概率论 · 数学 2023-02-13 Soham Gokhale , Utpal Manna

Using the weak convergence approach, we prove the large deviation principle (LDP) for solutions to quasilinear stochastic evolution equations with small Gaussian noise in the critical variational setting, a recently developed general…

概率论 · 数学 2026-02-23 Esmée Theewis , Mark Veraar

In this paper, we establish a large deviation principle for a type of stochastic partial differential equations (SPDEs) with locally monotone coefficients driven by L\'evy noise. The weak convergence method plays an important role.

概率论 · 数学 2016-06-08 Jie Xiong , Jianliang Zhai

We study Freidlin-Wentzell's large deviation principle for one dimensional nonlinear stochastic heat equation driven by a Gaussian noise: $$\frac{\partial u^\varepsilon(t,x)}{\partial t} = \frac{\partial^2 u^\varepsilon(t,x)}{\partial…

概率论 · 数学 2022-08-26 Ruinan Li , Ran Wang , Beibei Zhang

We consider a stochastic Cahn-Hilliard partial differential equation driven by a space-time white noise. We prove the Large Deviations Principle (LDP) for the law of the solutions in the H\"older norm. We use the weak convergence approach…

概率论 · 数学 2017-08-29 Lahcen Boulanba , Mohamed Mellouk

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.

偏微分方程分析 · 数学 2019-11-04 Parisa Fatheddin , Zhaoyang Qiu

In this paper, we establish the large deviation principle for 3D stochastic primitive equations with small perturbation multiplicative noise. The proof is mainly based on the weak convergence approach.

概率论 · 数学 2016-06-14 Zhao Dong , Jianliang Zhai , Rangrang Zhang

We establish a large deviation principle for the solutions of a class of stochastic partial differential equations with non-Lipschitz continuous coefficients. As an application, the large deviation principle is derived for super-Brownian…

概率论 · 数学 2012-05-11 Parisa Fatheddin , Jie Xiong
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