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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.

Keywords

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

R2 v1 2026-06-23T15:04:24.945Z