Large deviations for a class of semilinear stochastic partial differential equations

Mohammud Foondun and Leila Setayeshgar

Statistics & Probability Letters, 2017, vol. 121, issue C, 143-151

Abstract: We prove the large deviations principle (LDP) for the law of the solutions to a class of semilinear stochastic partial differential equations driven by multiplicative noise. Our proof is based on the weak convergence approach and significantly improves earlier methods.

Keywords: Large deviations; Stochastic partial differential equations; Infinite dimensional Brownian motion (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2016.10.019

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