Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs
Probability
2017-12-07 v1
Abstract
In this paper, we present a sufficient condition for the large deviation criteria of Budhiraja, Dupuis and Maroulas for functionals of Brownian motions. We then establish a large deviation principle for obstacle problems of quasi-linear stochastic partial differential equations. It turns out that the backward stochastic differential equations will play an important role.
Keywords
Cite
@article{arxiv.1712.02169,
title = {Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs},
author = {Anis Matoussi and Wissal Sabbagh and Tusheng Zhang},
journal= {arXiv preprint arXiv:1712.02169},
year = {2017}
}