Items for "twoparameter martingales"

Large deviations and functional law for solutions of hyperbolic stochastic partial differential equations

In this paper, we derive large deviation estimates of Freidlin–Wentzell for solutions of hyperbolic stochastic partial differential equation...

Keywords: Large deviations, hyperbolic stochastic partial differential equations, twoparameter martingales, functional law of the iterated logarithms