A large deviation principle for the stochastic heat equation with general rough noise

DOI10.1007/S10959-022-01228-3arXiv2205.13157OpenAlexW4313577322MaRDI QIDQ6204783FDOQ6204783

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Publication date: 2 April 2024

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Abstract: We study Freidlin-Wentzell's large deviation principle for one dimensional nonlinear stochastic heat equation driven by a Gaussian noise: ${\displaystyle }$frac{partial u^varepsilon(t,x)}{partial t} = frac{partial^2 u^varepsilon(t,x)}{partial x^2}+sqrt{varepsilon} sigma(t, x, u^varepsilon(t,x))dot{W}(t,x),quad t> 0,, xinmathbb{R},${\displaystyle }$ where $dotW$ is white in time and fractional in space with Hurst parameter $Hin(frac14,frac12)$. Recently, Hu and Wang ({it Ann. Inst. Henri Poincar'e Probab. Stat.} {�f 58} (2022) 379-423) studied the well-posedness of this equation without the technical condition of $sigma(0)=0$ which was previously assumed in Hu et al. ({it Ann. Probab}. {�f 45} (2017) 4561-4616). We adopt a new sufficient condition proposed by Matoussi et al. ({it Appl. Math. Optim.} extbf{83} (2021) 849-879) for the weak convergence criterion of the large deviation principle.

Full work available at URL: https://arxiv.org/abs/2205.13157

zbMATH Keywords

fractional Brownian motionlarge deviation principlestochastic heat equationweak convergence approach

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cited In (1)

• A large deviation principle for nonlinear stochastic wave equation driven by rough noise

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