Large deviations for a Burgers'-type SPDE

Caroline Cardon-Weber

Stochastic Processes and their Applications, 1999, vol. 84, issue 1, 53-70

Abstract: We prove a large deviation principle for a class of semilinear stochastic partial differential equations driven by the space-time white noise. This class of equation contains as special cases Burgers equation and the parabolic SPDEs perturbed by the space-time white noise.

Keywords: Large; deviation; principle; Stochastic; partial; differential; equations; Space-time; white; noise (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (9)

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