Large deviations for an obstacle problem with T-monotone operator and multiplicative noise
Probability
2024-10-11 v2 Analysis of PDEs
Abstract
In this paper, we study the large deviation principle (LDP) for obstacle problems governed by a T-monotone operator and small multiplicative stochastic reaction. Our approach relies on a combination of new sufficient condition to prove LDP by Matoussi, Sabbagh and Zhang [Appl. Math. Optim. 2021] and Lewy-Stampacchia inequalities to manage the Lagrange-multiplier associated with the obstacle.
Keywords
Cite
@article{arxiv.2308.02206,
title = {Large deviations for an obstacle problem with T-monotone operator and multiplicative noise},
author = {Yassine Tahraoui},
journal= {arXiv preprint arXiv:2308.02206},
year = {2024}
}
Comments
25 pages