References
- Gordeev, R. G. (1976). The existence of a periodic solution in tide dynamic problem. J. Math. Sci. 6(1):1–4. DOI: https://doi.org/10.1007/BF01084856.
- Kagan, B. A. (1974). Hydrodynamic models of tidal motions at sea. St Louis: Defense Mapping Agency Aerospace Center. https://apps.dtic.mil/sti/citations/ADA000428
- Marchuk, G. I., Kagan, B. A. (1984). Ocean Tides: Mathematical Models and Numerical Experiments. Elmsford, NY: Pergamon Press.
- Marchuk, G. I., Kagan, B. A. (1989). Dynamics of Ocean Tides. Dordrecht/Boston/London: Kluwer Academic Publishers.
- Manna, U., Menaldi, J. L., Sritharan, S. S. (2008). Stochastic analysis of tidal dynamics equation. Infinite dimensional stochastic analysis, 90–113. New Jersey: World Scientific Publishing.
- Mohan, M. T. (2020). On the two dimensional tidal dynamics system: stationary solution and stability. Appl. Anal.. 99(10):1795–1826. DOI: https://doi.org/10.1080/00036811.2018.1546002.
- Yin, H. (2011). Stochastic analysis of backward tidal dynamics equation. COSA. 5(4):745–768. DOI: https://doi.org/10.31390/cosa.5.4.09.
- Ipatova, V. M. (2005). Solvability of a tide dynamics model in adjacent seas. Russ. J. Numer. Anal. Math. Modelling. 20(1):67–79.
- Mohan, M. T. (2019). First order necessary conditions of optimality for the two dimensional tidal dynamics system. Math. Control Rel. Fields. DOI: https://doi.org/10.3934/mcrf.2020045.
- Mohan, M. T. (2020). Dynamic programming and feedback analysis of the two dimensional tidal dynamics system. ESAIM: COCV. 26:109–143. Paper No. 109. DOI: https://doi.org/10.1051/cocv/2020025.
- Agarwal, P., Manna, U., Mukherjee, D. (2017). Stochastic control of tidal dynamics equation with Lévy noise. Appl. Math. Optim. 79(2):327–396. DOI: https://doi.org/10.1007/s00245-017-9440-2.
- Haseena, A., Suvinthra, M., Mohan, M. T., Balachandran, K. (2020). Moderate deviations for stochastic tidal dynamics equation with multiplicative noise. Appl. Anal. DOI: https://doi.org/10.1080/00036811.2020.1781827.
- Suvinthra, M., Sritharan, S. S., Balachandran, K. (2015). Large deviations for stochastic tidal dynamics equations. Commun. Stoch. Anal. 9(4):477–502.
- Da Prato, G., Zabczyk, J. (2014). Stochastic Equations in Infinite Dimensions. 2nd ed. Cambridge: Cambridge University Press. https://doi.org/https://doi.org/10.1017/CBO9781107295513.
- Gyöngy, I., Krylov, N. V. (1982). On stochastics equations with respect to semimartingales ii. itô formula in banach spaces. Stochastics. 6(3–4):153–173. DOI: https://doi.org/10.1080/17442508208833202.
- Liu, W., Röckner, M. (2015). Stochastic Partial Differential Equations: An Introduction. Cham: Springer. https://link.springer.com/book/10.1007%2F978-3-319-22354-4
- Métivier, M. (1988). Stochastic Partial Differential Equations in Infinite Dimensional Spaces. Pisa: Quaderni, Scuola Normale Superiore.
- Ladyzhenskaya, O. A. (1969). The Mathematical Theory of Viscous Incompressible Flow. New York: Gordon and Breach.
- Marinelli, C., Röckner, M. (2016). On the maximal inequalities of Burkholder, Davis and Gundy. Expositiones Math. 34(1):1–26. DOI: https://doi.org/10.1016/j.exmath.2015.01.002.
- Revuz, D., Yor, M. (1999). Continuous Martingales and Brownian Motion, 3rd ed. Berlin: Springer.
- Chow, P.-L., Menaldi, J. (1990). Exponential estimates in exit probability for some diffusion processes in Hilbert spaces. Stoch. and Stoch. Rep. 29(3):377–393. DOI: https://doi.org/10.1080/17442509008833622.
- Chow, P.- L. (1992). Large deviation problem for some parabolic Itô equations. Comm. Pure Appl. Math. 45(1):97–120. DOI: https://doi.org/10.1002/cpa.3160450105.
- Hsu, P.-H., Sundar, P. (2018). Exponential inequalities for exit times for stochastic Navier-Stokes equations and a class of evolutions. Commun. Stoch. Anal. 13(3):343–358.
- Varadhan, S. R. S. (1984). Large Deviations and Applications, Vol. 46. Philadelphia: CBMS-NSF Series in Applied Mathematics, SIAM.
- Dembo, A., Zeitouni, O. (2000). Large Deviations Techniques and Applications. New York: Springer-Verlag.
- Varadhan, S. R. S. (2016). Large Deviations. Providence, Rhode Island: American Mathematical Society.
- Sritharan, S. S., Sundar, P. (2006). Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise. Stoch. Processes Appl. 116(11):1636–1659. DOI: https://doi.org/10.1016/j.spa.2006.04.001.
- Budhiraja, A., Dupuis, P. (2000). A variational representation for positive functionals of infinite dimensional Brownian motion. Probab. and Math. Stat. 20:39–61.
- Budhiraja, A., Chen, J., Dupuis, P. (2013). Large deviations for stochastic partial differential equations driven by a Poisson random measure. Stochastic Process. Appl. 123(2):523–560. DOI: https://doi.org/10.1016/j.spa.2012.09.010.
- Budhiraja, A., Dupuis, P., Ganguly, A. (2016). Moderate deviation principle for stochastic differential equations with jump. Ann. Probab. 44(3):1723–1775. DOI: https://doi.org/10.1214/15-AOP1007.