Large deviations for a class of semilinear stochastic partial differential equations

详细信息    查看全文

• 作者：Mohammud Foondun^a ; ^{mohammud.foondun@strath.ac.uk} ; Leila Setayeshgar^b ; ^{lsetayes@providence.edu}
• 关键词：primary ; 60H15 ; 60H10 ; secondary ; 37L55
• 刊名：Statistics & Probability Letters
• 出版年：2017
• 出版时间：February 2017
• 年：2017
• 卷：121
• 期：Complete
• 页码：143-151
• 全文大小：429 K
• 卷排序：121

文摘

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.