Freidlin-Wentzell's large deviations for stochastic evolution equations

DOI10.1016/j.jfa.2008.02.010zbMath1143.60023arXiv0801.1830OpenAlexW2963797842MaRDI QIDQ932540

Xicheng Zhang, Jiangang Ren

Publication date: 11 July 2008

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0801.1830

zbMATH Keywords

stochastic evolution equationLaplace principleFreidlin-Wentzell's large deviationvariational representation formula

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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