Large deviation principles of obstacle problems for quasilinear stochastic PDEs (Q2020312)

The authors are concerned with the small noise large deviation principle of an obstacle problem for quasilinear SPDEs, by following the weak convergence approach introduced by Budhiraja-Dupuis-Maroulas. They first give a sufficient condition for verifying Budhiraja-Dupuis-Maroulas's criteria, and it turns to be more suitable for stochastic dynamics generated by S(P)DEs with reflection. To check their new condition, the authors need to study the continuity, with respect to the driving signals, of the deterministic obstacle problem; this is done in Section 4 which is the main technical part of the paper. Section 5 is devoted the proof of the small noise large deviation principle.