Large deviations for invariant measures of SPDEs with two reflecting walls

Tusheng Zhang

Stochastic Processes and their Applications, 2012, vol. 122, issue 10, 3425-3444

Abstract: In this article, we establish a large deviation principle for invariant measures of solutions of stochastic partial differential equations with two reflecting walls driven by a space–time white noise.

Keywords: Stochastic partial differential equations with two reflecting walls; Deterministic obstacle problems; Invariant measures; Large deviations; Skeleton equations (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:122:y:2012:i:10:p:3425-3444

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DOI: 10.1016/j.spa.2012.06.003

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