English

A Laplace principle for a stochastic wave equation in spatial dimension three

Probability 2010-01-29 v1

Abstract

We consider a stochastic wave equation in spatial dimension three, driven by a Gaussian noise, white in time and with a stationary spatial covariance. The free terms are nonlinear with Lipschitz continuous coefficients. Under suitable conditions on the covariance measure, Dalang and Sanz-Sol\'e [Memoirs of the AMS, Vol 199, 2009] have proved the existence of a random field solution with H\"older continuous sample paths, jointly in both arguments, time and space. By perturbing the driving noise with a multiplicative parameter ϵ]0,1]\epsilon\in]0,1], a family of probability laws corresponding to the respective solutions to the equation is obtained. Using the weak convergence approach to large deviations developed in [P. Dupuis, R. S. Ellis, 1997], we prove that this family satisfies a Laplace principle in the H\"older norm.

Keywords

Cite

@article{arxiv.1001.5228,
  title  = {A Laplace principle for a stochastic wave equation in spatial dimension three},
  author = {Víctor Ortiz-López and Marta Sanz-Solé},
  journal= {arXiv preprint arXiv:1001.5228},
  year   = {2010}
}

Comments

20 pages

R2 v1 2026-06-21T14:40:49.845Z