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scientific article; zbMATH DE number 1894442
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scientific article; zbMATH DE number 1894442 |
Statements
14 September 2003
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large deviations
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stochastic semilinear equations on Hilbert space
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dissipative mappings
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0.8576949238777161
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0.840944230556488
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0.8124614357948303
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0.8110983371734619
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0.806007981300354
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A semilinear stochastic equation \[ dX_\varepsilon(t)= (AX_\varepsilon(t)+F(X_\varepsilon (t))) dt +\sqrt{\varepsilon}B dW(t),\quad X_\varepsilon(0)=x, \] in a Hilbert space is considered, where \(W\) is a cylindrical Wiener process, \(A\) generates a strongly continuous semigroup, \(B\) is linearly bounded, and \(F\) is not necessarily continuous but it is maximal dissipative. The solution is meant in a sense weaker than the usual mild one. It is shown that there is a continuous bijection between solutions of the linear equation and the semilinear one, and from this a large deviation principle for the semilinear equation is derived.
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