Large Deviations for Stochastic equations in Hilbert Spaces with non-Lipschitz drift
Probability
2022-08-03 v3
Abstract
We prove a Freidlin-Wentzell result for stochastic differential equations in infinite-dimensional Hilbert spaces perturbed by a cylindrical Wiener process. We do not assume the drift to be Lipschitz continuous, but only continuous with at most linear growth. Our result applies, in particular, to a large class of nonlinear fractional diffusion equations perturbed by a space-time white noise.
Cite
@article{arxiv.2004.11656,
title = {Large Deviations for Stochastic equations in Hilbert Spaces with non-Lipschitz drift},
author = {Umberto Pappalettera},
journal= {arXiv preprint arXiv:2004.11656},
year = {2022}
}
Comments
19 pages