The Large Deviation of Semilinear Stochastic Partial Differential Equation Driven by Brownian Sheet
Probability
2023-03-09 v2
Abstract
We prove the the large deviation principle(LDP) for the law of the one-dimensional semilinear stochastic partial differential equations driven by nonlinear multiplicative noise. Firstly, combining the energy estimate and approximation procedure, we obtain the existence of global solution. Then the large deviation principle is obtained via weak convergence method.
Keywords
Cite
@article{arxiv.2112.02785,
title = {The Large Deviation of Semilinear Stochastic Partial Differential Equation Driven by Brownian Sheet},
author = {Qiyong Cao and Hongjun Gao},
journal= {arXiv preprint arXiv:2112.02785},
year = {2023}
}