Large deviations for an obstacle problem with T-monotone operator and multiplicative noise

Autor:	Tahraoui, Yassine
Rok vydání:	2023
Předmět:	Mathematics - Probability Mathematics - Analysis of PDEs 35K86 35R35 60F10 60H15
Druh dokumentu:	Working Paper
Popis:	In this paper, we study the large deviation principle (LDP) for obstacle problems governed by a T-monotone operator and small multiplicative stochastic reaction. Our approach relies on a combination of new sufficient condition to prove LDP by Matoussi, Sabbagh and Zhang [Appl. Math. Optim. 2021] and Lewy-Stampacchia inequalities to manage the Lagrange-multiplier associated with the obstacle. Comment: 25 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2308.02206 Zobrazit plný text záznamu View this record from Arxiv