Large deviations for stochastic equations in Hilbert spaces with non-Lipschitz drift

DOI10.1016/J.SPA.2022.07.004MaRDI QIDQ2080264zbMATH OpenOpenAlexFDO

Authors Umberto Pappalettera

Publication date 7 October 2022

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2004.11656

zbMATH Keywords

abstract SDEscylindrical Wiener processFreidlin-Wentzell theoremlarge deviations

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Abstract: We prove a Freidlin-Wentzell result for stochastic differential equations in infinite-dimensional Hilbert spaces perturbed by a cylindrical Wiener process. We do not assume the drift to be Lipschitz continuous, but only continuous with at most linear growth. Our result applies, in particular, to a large class of nonlinear fractional diffusion equations perturbed by a space-time white noise.

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Cited in

(7)

• A PDE approach to large deviations in Hilbert spaces
• Freidlin-Wentzell's large deviations for homeomorphism flows of non-Lipschitz SDEs
• scientific article; zbMATH DE number 4062258 (Why is no real title available?)
• scientific article; zbMATH DE number 1894442 (Why is no real title available?)
• A UNIFIED EXISTENCE AND UNIQUENESS THEOREM FOR STOCHASTIC EVOLUTION EQUATIONS
• Large deviations of fractional stochastic equations with non-Lipschitz drift and multiplicative noise on unbounded domains
• Non-equilibrium large deviations and parabolic-hyperbolic PDE with irregular drift

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