Large Deviations for a Class of Semilinear Stochastic Partial Differential Equations
Probability
2016-07-05 v1
Abstract
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.
Keywords
Cite
@article{arxiv.1607.00492,
title = {Large Deviations for a Class of Semilinear Stochastic Partial Differential Equations},
author = {Mohammud Foondun and Leila Setayeshgar},
journal= {arXiv preprint arXiv:1607.00492},
year = {2016}
}