Large deviation principle for stochastic evolution equations (Q1326290): Difference between revisions
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Revision as of 02:57, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Large deviation principle for stochastic evolution equations |
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Large deviation principle for stochastic evolution equations (English)
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14 July 1994
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The large deviation principle obtained by Freidlin and Wentzell for measures associated with finite-dimensional diffusions is extended to measures given by stochastic evolution equations with non-additive random perturbations. The proof of the main result is adopted from [\textit{P. Priouret}, Séminaire de probabilités XVI, Univ. Strasbourg 1980 81, Lect. Notes Math. 920, 184-200 (1982; Zbl 0484.60021)]\ concerning finite-dimensional diffusions. Exponential tail estimates for infinite- dimensional stochastic convolutions are used as main tools.
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large deviation principle
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finite-dimensional diffusions
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stochastic convolutions
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