Large deviations for a class of semilinear stochastic partial differential equations

DOI10.1016/J.SPL.2016.10.019MaRDI QIDQ2520530zbMATH OpenOpenAlexFDO

Authors Mohammud Foondun, Leila Setayeshgar

Publication date 15 December 2016

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1607.00492, https://strathprints.strath.ac.uk/59372/

zbMATH Keywords

stochastic partial differential equationslarge deviationsinfinite dimensional Brownian motion

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Infinite-dimensional random dynamical systems; stochastic equations (37L55)

Abstract: We prove the large deviations principle (LDP) for the law of the solutions to a class of semilinear stochastic partial differential equations driven by multiplicative noise. Our proof is based on the weak convergence approach and significantly improves earlier methods.

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Cited in

(23)

• Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales
• The large deviation principle for a stochastic Korteweg-de Vries equation with additive noise
• Central limit theorem and moderate deviations for a class of semilinear stochastic partial differential equations
• Large deviation for stochastic line integrals as \(L^{p}\)-currents
• Large deviations for quasilinear parabolic stochastic partial differential equations
• Large Deviations for Semilinear Differential Stochastic Equations with Dissipative Non-linearities
• Large deviations for a class of stochastic partial differential equations
• Large deviations of conservative stochastic partial differential equations
• Semilinear stochastic partial differential equations: central limit theorem and moderate deviations
• Large solutions for a class of semilinear integro-differential equations with censored jumps
• Uniform large deviations for a class of semilinear stochastic partial differential equations driven by a Brownian sheet
• Large deviations for infinite dimensional stochastic dynamical systems
• Large deviations for stochastic Kuramoto–Sivashinsky equation with multiplicative noise
• Large deviations for solutions of hyperbolic SPDE's in the Hölder norm
• Systems of small-noise stochastic reaction-diffusion equations satisfy a large deviations principle that is uniform over all initial data
• Large deviations for a class of parabolic semilinear stochastic partial differential equations in any space dimension
• Uniform large deviations for a class of Burgers-type stochastic partial differential equations in any space dimension
• On the small time asymptotics of quasilinear parabolic stochastic partial differential equations
• Large deviations for stochastic differential equations driven by semimartingales
• Large deviations for stochastic partial differential equations driven by a Poisson random measure
• Moderate deviations for stochastic tidal dynamics equations with multiplicative Gaussian noise
• Large deviation principle for a class of SPDE with locally monotone coefficients
• Moderate deviations for a stochastic Burgers equation

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