Large deviations for infinite dimensional stochastic dynamical systems (Q941300)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for infinite dimensional stochastic dynamical systems |
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Large deviations for infinite dimensional stochastic dynamical systems (English)
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4 September 2008
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This work contains a well presented result of the large deviation principle for stochastic partial differential equations. The approach avoids the use of approximations and is based on a variational representation for functionals of Brownian motion. The results are applicable to a variety of infinite dimensional SPDEs driven by an infinite dimensional cylindrical Wiener process. Proofs of large deviations properties are reduced to basic qualitative properties (existence, uniqueness and tightness) of certain perturbations of the original process.
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large deviations
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Brownian sheet
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Freidlin-Wentzell
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LDP
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large deviation principle
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stochastic partial differential equations
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stochastic evolution equations
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stochastic reaction-diffusion equation
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small noise asymptotics
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infinite dimensional Brownian motion
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