Large deviations for stochastic equations in Hilbert spaces with non-Lipschitz drift

Umberto Pappalettera

Stochastic Processes and their Applications, 2022, vol. 153, issue C, 1-20

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: Large Deviations; Freidlin–Wentzell Theorem; Abstract SDEs; Cylindrical Wiener process (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1016/j.spa.2022.07.004

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