SU\G(𝔾)/K·U

Stochastic Doubly Nonlinear PDE: Large Deviation Principles and Existence of Invariant Measure

Ananta K. Majee

Type: Article

Publication Date: 2023-07-10

Citations: 1

DOI: https://doi.org/10.1007/s11118-023-10082-9

Locations

  • arXiv (Cornell University) - View - PDF
  • Potential Analysis - View

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Works Cited by This (21)

Action Title Year Authors
+ Nonlinear Functional Analysis and its Applications 1990 Eberhard Zeidler
+ Asymptotic probabilities and differential equations 1966 S. R. S. Varadhan
+ PDF Chat Large Deviations for Stochastic Evolution Equations with Small Multiplicative Noise 2009 Wei Liu
+ Weak Convergence and Empirical Processes 1996 Aad van der Vaart
Jon A. Wellner
+ PDF Chat Martingale and stationary solutions for stochastic Navier-Stokes equations 1995 Franco Flandoli
Dariusz Gątarek
+ Short Communication:The Almost Sure Skorokhod Representation for Subsequences in Nonmetric Spaces 1998 Adam Jakubowski
+ PDF Chat Brownian Representations of Cylindrical Local Martingales, Martingale Problem and Strong Markov Property of Weak Solutions of SPDEs in Banach Spaces 2005 Martin OndrejĂĄt
+ Stochastic 3D tamed Navier–Stokes equations: Existence, uniqueness and small time large deviation principles 2011 Michael Röckner
Tusheng Zhang
+ PDF Chat On a Nonlinear Parabolic Problem Arising in Some Models Related to Turbulent Flows 1994 JesĂșs Ildefonso DĂ­az DĂ­az
François de Thélin
+ PDF Chat Stochastic Reaction-diffusion Equations Driven by Jump Processes 2017 ZdzisƂaw BrzeĆșniak
Erika Hausenblas
Paul André Razafimandimby