Large deviations for a Burgers’-type SPDE
نویسندگان
چکیده
منابع مشابه
Large Deviations for a Stochastic Burgers’ Equation
We prove the large deviations principle (LDP) for the law of the solutions to a stochastic Burgers’ equation in the presence of an additive noise. Our proof is based on the weak convergence approach.
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1999
ISSN: 0304-4149
DOI: 10.1016/s0304-4149(99)00047-2