Open AccessLarge deviations for a stochastic Burgers' equation
Author(s) -
Leila Setayeshgar
Publication year - 2014
Publication title -
communications on stochastic analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.224
H-Index - 10
eISSN - 2688-6669
pISSN - 0973-9599
DOI - 10.31390/cosa.8.2.01
Subject(s) - burgers' equation , statistical physics , large deviations theory , mathematics , econometrics , physics , mathematical analysis , partial differential 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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