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RARE EVENTS IN THE STOCHASTIC CAMASSA–HOLM EQUATION

Part of: Stochastic analysis

Published online by Cambridge University Press:  06 March 2017

YONG CHEN  and
HUA LUO
YONG CHEN*
Affiliation:
School of Sciences, Zhejiang Sci-Tech University, Hangzhou 310018, China email youngchen329@126.com, luohuahill@163.com
HUA LUO
Affiliation:
School of Sciences, Zhejiang Sci-Tech University, Hangzhou 310018, China email youngchen329@126.com, luohuahill@163.com
*
✉ youngchen329@126.com
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Abstract

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We investigate rare or small probability events in the context of large deviations of the stochastic Camassa–Holm equation. By the weak convergence approach and regularization, we get large deviations of the regularized equation. Then, by stochastic equations exponentially equivalent to the corresponding laws, we get large deviations of the stochastic Camassa–Holm equation.

Keywords

stochastic Camassa–Holm equationregularizationexponentially equivalentlarge deviations

MSC classification

Primary: 60H15: Stochastic partial differential equations

Information

Type
Research Article
Information
The ANZIAM Journal , Volume 58 , Issue 3-4 , April 2017 , pp. 417 - 427
Copyright
© 2017 Australian Mathematical Society 

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