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math.PR2018★ 6 cited
Uniform large deviation principles for Banach space valued stochastic differential equations
Amarjit Budhiraja, Paul Dupuis, Michael Salins
We prove a large deviation principle (LDP) for a general class of Banach space valued stochastic differential equations (SDE) that is uniform with respect to initial conditions in…
math.PR2018
Smoluchowski-Kramers approximation for the damped stochastic wave equation with multiplicative noise in any spatial dimension
Michael Salins
We show that the solutions to the damped stochastic wave equation converge pathwise to the solution of a stochastic heat equation. This is called the Smoluchowski-Kramers approxima…