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

infinite dimensional Brownian motionlarge deviationsstochastic partial differential equations

Mathematics Subject Classification ID

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

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

(27)

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

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