LARGE DEVIATION PRINCIPLES FOR FIRST-ORDER SCALAR CONSERVATION LAWS WITH STOCHASTIC FORCING

doi:10.1214/19-AAP1503

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	LARGE DEVIATION PRINCIPLES FOR FIRST-ORDER SCALAR CONSERVATION LAWS WITH STOCHASTIC FORCING
	Dong, Zhao1 ; Wu, Jiang-Lun 2; Zhang, Rangrang 3; Zhang, Tusheng 4
	2020-02-01
发表期刊	ANNALS OF APPLIED PROBABILITY
ISSN	1050-5164
卷号	30 期号:1 页码:324-367
摘要	In this paper, we established the Freidlin-Wentzell-type large deviation principles for first-order scalar conservation laws perturbed by small multiplicative noise. Due to the lack of the viscous terms in the stochastic equations, the kinetic solution to the Cauchy problem for these first-order conservation laws is studied. Then, based on the well-posedness of the kinetic solutions, we show that the large deviations holds by utilising the weak convergence approach.
关键词	Large deviations first-order conservation laws weak convergence approach kinetic solution
DOI	10.1214/19-AAP1503
收录类别	SCI
语种	英语
资助项目	National Natural Science Foundation of China[11431014] ; National Natural Science Foundation of China[11801032] ; National Natural Science Foundation of China[11671372] ; National Natural Science Foundation of China[11721101] ; Key Laboratory of Random Complex Structures and Data Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences[2008DP173182] ; China Postdoctoral Science Foundation[2018M641204]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000517756200009
出版者	INST MATHEMATICAL STATISTICS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/50886
专题	应用数学研究所
通讯作者	Dong, Zhao
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, RCSDS, Beijing, Peoples R China 2.Swansea Univ, Dept Math, Swansea, W Glam, Wales 3.Beijing Inst Technol, Sch Math & Stat, Beijing, Peoples R China 4.Univ Manchester, Sch Math, Manchester, Lancs, England
推荐引用方式 GB/T 7714	Dong, Zhao,Wu, Jiang-Lun,Zhang, Rangrang,et al. LARGE DEVIATION PRINCIPLES FOR FIRST-ORDER SCALAR CONSERVATION LAWS WITH STOCHASTIC FORCING[J]. ANNALS OF APPLIED PROBABILITY,2020,30(1):324-367.
APA	Dong, Zhao,Wu, Jiang-Lun,Zhang, Rangrang,&Zhang, Tusheng.(2020).LARGE DEVIATION PRINCIPLES FOR FIRST-ORDER SCALAR CONSERVATION LAWS WITH STOCHASTIC FORCING.ANNALS OF APPLIED PROBABILITY,30(1),324-367.
MLA	Dong, Zhao,et al."LARGE DEVIATION PRINCIPLES FOR FIRST-ORDER SCALAR CONSERVATION LAWS WITH STOCHASTIC FORCING".ANNALS OF APPLIED PROBABILITY 30.1(2020):324-367.