Uniform large deviations for parabolic SPDEs and applications

Fabien Chenal and Annie Millet

Stochastic Processes and their Applications, 1997, vol. 72, issue 2, 161-186

Abstract: Let denote the set of functions f(t,x) which are [alpha]-Hölder continuous in t and 2[alpha]-Hölder continuous in x. For 0

Keywords: Brownian; sheet; Parabolic; stochastic; partial; differential; equation; Uniform; large; deviations; Exit; time; of; a; domain; Holder; continuous; functions (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (10)

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