Uniform large deviations for a class of semilinear stochastic partial differential equations driven by a Brownian sheet

Leila Setayeshgar ()

Partial Differential Equations and Applications, 2023, vol. 4, issue 1, 1-12

Abstract: Abstract We prove a uniform large deviation principle for the law of the solutions to a class of semilinear stochastic partial differential equations driven by a Brownian sheet, where the uniformity is with respect to initial conditions that have bounded Euclidean norms on [0, 1]. Our proof is based on the weak convergence method.

Keywords: Large deviations; Weak convergence method; Stochastic Partial differential equations; Infinite dimensional dynamical systems.; Primary 60H15; 60H10; Secondary 37L55 (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1007/s42985-022-00220-0

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