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This paper is concerned with the large deviation principle of the non-local fractional stochastic reaction-diffusion equation with a polynomial drift of arbitrary degree driven by multiplicative noise defined on unbounded domains. We first…

概率论 · 数学 2023-05-23 Bixiang Wang

In this paper, we consider stochastic reaction-diffusion equations with super-linear drift on the real line $\mathbb{R}$ driven by space-time white noise. A Freidlin-Wentzell large deviation principle is established by a modified weak…

概率论 · 数学 2025-02-12 Yue Li , Shijie Shang , Jianliang Zhai

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…

概率论 · 数学 2021-08-11 Michael Salins

This paper is concerned with the large deviation principle of the stochastic reaction-diffusion lattice systems defined on the N-dimensional integer set, where the nonlinear drift term is locally Lipschitz continuous with polynomial growth…

动力系统 · 数学 2023-05-12 Bixiang Wang

This paper investigates neutral-type McKean-Vlasov stochastic differential equations in which the drift and diffusion coefficients depend on both the segment process and its distribution. Under a one-sided Lipschitz condition on the drift…

概率论 · 数学 2025-11-25 Zhaohang Wang , Junhao Hu , Chenggui Yuan

This paper is mainly concerned with the large deviation principle of the fractional McKean-Vlasov stochastic reaction-diffusion equation defined on R^n with polynomial drift of any degree. We first prove the well-posedness of the underlying…

概率论 · 数学 2024-06-18 Zhang Chen , Bixiang Wang

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…

概率论 · 数学 2024-05-07 Bixiang Wang

We utilize the weak convergence method to establish the Freidlin--Wentzell large deviations principle (LDP) for stochastic delay differential equations (SDDEs) with super-linearly growing coefficients, which covers a large class of cases…

概率论 · 数学 2022-01-04 Diancong Jin , Ziheng Chen , Tau Zhou

In this paper, we prove the existence of martingale solutions of a class of stochastic equations with pseudo-monotone drift of polynomial growth of arbitrary order and a continuous diffusion term with superlinear growth. Both the nonlinear…

概率论 · 数学 2025-05-28 Bixiang Wang

We prove a Freidlin-Wentzell large deviation principle for general stochastic evolution equations with small perturbation multiplicative noises. In particular, our general result can be used to deal with a large class of quasi linear…

概率论 · 数学 2008-01-14 Jiagang Ren , Xicheng Zhang

We study the large deviations of a simple noise-perturbed dynamical system having continuous sets of steady states, which mimick those found in some partial differential equations related, for example, to turbulence problems. The system is…

统计力学 · 物理学 2012-06-05 Freddy Bouchet , Hugo Touchette

The Large Deviations Principle (LDP) is verified for a homogeneous diffusion process with respect to a Brownian motion $B_t$, $$ X^\eps_t=x_0+\int_0^tb(X^\eps_s)ds+ \eps\int_0^t\sigma(X^\eps_s)dB_s, $$ where $b(x)$ and $\sigma(x)$ are are…

概率论 · 数学 2011-08-24 P. Chigansky , R. Liptser

This paper investigates the well-posedness and small-noise asymptotics of a class of stochastic partial differential equations defined on a bounded domain of $\mathbb{R}^d$, where the diffusion coefficient depends nonlinearly and…

概率论 · 数学 2025-06-23 Sandra Cerrai , Giuseppina Guatteri , Gianmario Tessitore

We prove a Freidlin-Wentzell result for stochastic differential equations in infinite-dimensional Hilbert spaces perturbed by a cylindrical Wiener process. We do not assume the drift to be Lipschitz continuous, but only continuous with at…

概率论 · 数学 2022-08-03 Umberto Pappalettera

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…

概率论 · 数学 2010-05-06 Wei Liu

This work concerns about stochastic Burgers type equations with reflection. First of all, by means of the equicontinuous uniform Laplace principle, we prove the Freidlin-Wentzell uniform large deviation principle for these equations…

概率论 · 数学 2025-06-19 Huijie Qiao

We prove global well-posedness for a class of dissipative semilinear stochastic evolution equations with singular drift and multiplicative Wiener noise. In particular, the nonlinear term in the drift is the superposition operator associated…

偏微分方程分析 · 数学 2018-10-03 Carlo Marinelli , Luca Scarpa

We consider a diffusion equation in $\mathbb{R}^d$ with drift equal to the gradient of a homogeneous potential of degree $1+\gamma$, with $0<\gamma<1$, and local variance equal to $\varepsilon^2$ with $\varepsilon\to 0$. The associated…

概率论 · 数学 2026-03-04 Paola Bermolen , Valeria Goicoechea , José R. León

We study two problems. First, we consider the large deviation behavior of empirical measures of certain diffusion processes as, simultaneously, the time horizon becomes large and noise becomes vanishingly small. The law of large numbers…

概率论 · 数学 2023-09-14 Amarjit Budhiraja , Pavlos Zoubouloglou

We are dealing with the validity of a large deviation principle for a class of reaction-diffusion equations with polynomial nonlinearity, perturbed by a Gaussian random forcing. We are here interested in the regime where both the strength…

概率论 · 数学 2017-05-02 Sandra Cerrai , Arnaud Debussche
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