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Freidlin-Wentzell's Large Deviations for Stochastic Evolution Equations

Probability 2008-01-14 v1 Dynamical Systems

Abstract

We prove a Freidlin-Wentzell large deviation principle for general stochastic evolution equations with small perturbation multiplicative noises. In particular, our general result can be used to deal with a large class of quasi linear stochastic partial differential equations, such as stochastic porous medium equations and stochastic reaction diffusion equations with polynomial growth zero order term and pp-Laplacian second order term.

Keywords

Cite

@article{arxiv.0801.1830,
  title  = {Freidlin-Wentzell's Large Deviations for Stochastic Evolution Equations},
  author = {Jiagang Ren and Xicheng Zhang},
  journal= {arXiv preprint arXiv:0801.1830},
  year   = {2008}
}

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17Pages

R2 v1 2026-06-21T10:02:06.433Z