Stochastic doubly nonlinear PDE: Large Deviation Principles and existence of Invariant measure
Probability
2022-12-27 v1
Abstract
In this paper, we establish large deviation principle for the strong solution of a doubly nonlinear PDE driven by small multiplicative Brownian noise. Motononicity arguments and the weak convergence approach have been exploited in the proof. Moreover, by using certain a-priori estimates and sequentially weakly Feller property of the associated Markov semigroup, we show existence of invariant probability measure for the strong solution of the underlying problem.
Keywords
Cite
@article{arxiv.2212.12769,
title = {Stochastic doubly nonlinear PDE: Large Deviation Principles and existence of Invariant measure},
author = {Ananta K Majee},
journal= {arXiv preprint arXiv:2212.12769},
year = {2022}
}
Comments
arXiv admin note: text overlap with arXiv:2210.11036