Sharp Laplace Asymptotics For a Parabolic SPDE (Q4949451)

The authors prove a precise estimate for Laplace type functionals \[ J(\varepsilon) =E\left[\exp\left(-{F(X^\varepsilon) \over \varepsilon^2}\right)\right] \] for \(\varepsilon\rightarrow 0\) for a parabolic SPDE. More precisely, they consider a stochastic heat equation \[ {\partial X^\varepsilon\over\partial t} (t,x) ={\partial^2 X^\varepsilon \over \partial x^2}(t,x) +\varepsilon\sigma(X^\varepsilon(t,x))\dot{W}(t,x) +b(X^\varepsilon(t,x)) \] subject to Neumann boundary conditions on \([0,1]\), where \(\dot{W}\) is a multiplicative space-time white noise. They use stochastic Taylor expansion, exponential inequalities, and support theorems to derive an exact expression for \(\alpha_0\) in the expansion \[ J(\varepsilon)=e^{-(m/{\varepsilon^2})} \left(\alpha_0+\alpha_1\varepsilon+\cdots+\alpha_N\varepsilon^N+O(\varepsilon^{N+1})\right). \] In a forthcoming paper they will use this result to get precise asymptotics for \(P(X^\varepsilon \in A)\) for a large class of Borel sets \(A\) in \(C([0,T]\times[0,1])\).