Behaviour of the density in perturbed SPDE's with spatially correlated noise (Q1407221)
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English | Behaviour of the density in perturbed SPDE's with spatially correlated noise |
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Behaviour of the density in perturbed SPDE's with spatially correlated noise (English)
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15 September 2003
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The authors consider the family of perturbed stochastic partial differential equations \[ Lu^\varepsilon_{t,x}= \varepsilon\alpha(u^\varepsilon_{t,x})\dot F(t,x)+ \beta(u^\varepsilon_{t,x}),\quad t> 0,\;x\in\mathbb{R}^d, \] \(\varepsilon> 0\), where \(L\) is a second-order partial differential operator and \(F\) a Gaussian noise white in time and correlated in space. This family of equations includes the \(d\)-dimensional \((d= 1,2)\) spatial stochastic wave equation and the \(d\)-dimensional spatial stochastic heat equation. The existence and smoothness of the density \(p^\varepsilon_{t,x}(y)\) for the law of the solution of such equation has been proved in another paper by the same authors. Now they study the logarithmic estimates for this family of densities, obtaining the classical Varadhan-Léandre estimates. In order to prove the results the authors have to prove a large deviations principle for the family of solutions and they need to obtain some bounds on the inverse of the corresponding Malliavin matrix.
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stochastic partial differential equation
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Gaussian noise
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large deviation principle
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Varadhan-Léandre estimates
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