Large Deviations for a Class of Parabolic Semilinear Stochastic Partial Differential Equations in Any Space Dimension

Autor:	Setayeshgar, Leila
Rok vydání:	2017
Předmět:	Mathematics - Probability 60H15 60H10 (Primary) 37L55 (Secondary)
Druh dokumentu:	Working Paper
Popis:	We prove the large deviation principle for the law of the solutions to a class of parabolic semilinear stochastic partial differential equations driven by multiplicative noise, in $C\big([0,T]:L^\rho(D)\big)$, where $D\subset {\mathbb R}^d$ with $d\geqslant 1$ is a bounded convex domain with smooth boundary and $\rho$ is any real, positive and large enough number. The equation has nonlinearities of polynomial growth of any order, the space variable is of any dimension, and the proof is based on the weak convergence method. Comment: Revised, Corrected typos. arXiv admin note: text overlap with arXiv:1607.00492
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1711.04658 Zobrazit plný text záznamu View this record from Arxiv