Small time asymptotics for stochastic evolution equations (Q639338): Difference between revisions

In this article the author studies the behavior of a semilinear SPDE with multiplicative noise and Lipschitz conditions for the time \(t\) replaced by the small time \(\epsilon t\) in the asymptotic limit for \(\epsilon \rightarrow 0+\). This problem goes back to a seminal paper by \textit{S. R. S. Varadhan} [``Diffusion processes in a small time interval'', Commun. Pure Appl. Math. 20, 659--685 (1967; Zbl 0278.60051)] for diffusions in \(\mathbb{R}^d\). \textit{T. S. Zhang} [``On the small time asymptotics of diffusion processes on Hilbert spaces'', Ann. Probab. 28, No. 2, 537--557 (2000; Zbl 1044.60071)] discovered for a Hilbert space setting of the problem based a compact imbedding of the state space a large deviation principle for bounded coefficients. \textit{S. Peszat} [``Large deviation principle for stochastic evolution equations'', Probab. Theory Relat. Fields 98, No. 1, 113--136 (1994; Zbl 0792.60057)] studied the problem of classical large deviation principle for vanishing diffusion part. The author modifies the large deviations techniques by Peszat in order to generalize Zhang's result for unbounded coefficients under an additional condition on the unbounded linear part, which turns out to be satisfied by the generators of an analytical semigroup.