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 -Laplacian second order term.
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}
}
Comments
17Pages