Freidlin-Wentzell's large deviation principle for stochastic integral evolution equations (Q2090398)
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English | Freidlin-Wentzell's large deviation principle for stochastic integral evolution equations |
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Freidlin-Wentzell's large deviation principle for stochastic integral evolution equations (English)
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25 October 2022
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The authors consider the following general class of stochastic integral evolution equations of the form \begin{align*} dX(t) = & AX(t) dt + D_1(t,X(t))dt + \int_0^t D_2(t,s,X(s))dsdt + B(t,X(t))dW(t) + \int_0^t G(t,s,X(s))dW(s)dt \\ X(0) = & x_0 \in H \end{align*} Their aim is to establish the large deviation principle for stochastic integral evolution equations with small random perturbations.
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SPDE
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stochastic integral evolution equation
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locally monotone
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variational approach
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large deviation principle
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