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Large deviations for stationary measures of stochastic nonlinear wave equation with smooth white noise

Analysis of PDEs 2015-02-18 v1 Probability

Abstract

We prove the Freidlin-Wentzell type large deviations principle for the family of stationary measures of stochastic nonlinear wave (NLW) equation with white noise. We do not assume that the limiting equation possesses a unique equilibrium and do not impose roughness on the noise. This allows to provide the first such result in the PDE setting.

Keywords

Cite

@article{arxiv.1502.04964,
  title  = {Large deviations for stationary measures of stochastic nonlinear wave equation with smooth white noise},
  author = {Davit Martirosyan},
  journal= {arXiv preprint arXiv:1502.04964},
  year   = {2015}
}

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43 pages