Large Deviation Principle for Semilinear Stochastic Evolution Equations with Monotone Nonlinearity and Multiplicative Noise
Probability
2010-03-17 v2 Analysis of PDEs
Abstract
We demonstrate the large deviation property for the mild solutions of stochastic evolution equations with monotone nonlinearity and multiplica- tive noise. This is achieved using the recently developed weak convergence method, in studying the large deviation principle. An It^o-type inequality is a main tool in the proofs. We also give two examples to illustrate the applications of the theorems.
Cite
@article{arxiv.0904.3305,
title = {Large Deviation Principle for Semilinear Stochastic Evolution Equations with Monotone Nonlinearity and Multiplicative Noise},
author = {Hassan Dadashi-Arani and Bijan Z. Zangeneh},
journal= {arXiv preprint arXiv:0904.3305},
year = {2010}
}
Comments
23 pages