Large deviation principles of obstacle problems for quasilinear stochastic PDEs

DOI10.1007/s00245-019-09570-5zbMath1470.60188arXiv1712.02169OpenAlexW2963002752WikidataQ114230608 ScholiaQ114230608MaRDI QIDQ2020312

Tu-Sheng Zhang, Wissal Sabbagh, Anis Matoussi

Publication date: 23 April 2021

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.02169

zbMATH Keywords

weak convergenceobstacle problemsbackward stochastic differential equationslarge deviationsstochastic partial differential equation

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

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