On the small time asymptotics of quasilinear parabolic stochastic partial differential equations
Rangrang Zhang

TL;DR
This paper establishes small time large deviation principles for quasilinear parabolic stochastic PDEs with multiplicative noise, expanding understanding of their probabilistic behavior in short time scales.
Contribution
It introduces a novel approach to analyze non-monotone quasilinear stochastic PDEs, providing new theoretical insights into their small time asymptotics.
Findings
Proved small time large deviation principles for a class of stochastic PDEs.
Extended large deviation theory to non-monotone quasilinear equations.
Enhanced understanding of short-term probabilistic behavior of complex stochastic systems.
Abstract
In this paper, we establish a small time large deviation principles for the quasilinear parabolic stochastic partial differential equations with multiplicative noise, which are neither monotone nor locally monotone.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsAdvanced Mathematical Modeling in Engineering · Stochastic processes and financial applications · Nonlinear Partial Differential Equations
