Large Deviations for Stochastic Evolution Equations with Small Multiplicative Noise

Large Deviations for Stochastic Evolution Equations with Small Multiplicative Noise The Freidlin-Wentzell large deviation principle is established for the distributions of stochastic evolution equations with general monotone drift and small multiplicative noise. As examples, the main results are applied to derive the large deviation principle for different types of SPDE such as stochastic reaction-diffusion equations, stochastic porous media equations and fast diffusion equations, and the stochastic p -Laplace equation in Hilbert space. The weak convergence approach is employed in the proof to establish the Laplace principle, which is equivalent to the large deviation principle in our framework. Applied Mathematics and Optimization Springer Journals

Large Deviations for Stochastic Evolution Equations with Small Multiplicative Noise

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Copyright © 2010 by Springer Science+Business Media, LLC
Mathematics; Numerical and Computational Physics; Mathematical Methods in Physics; Theoretical, Mathematical and Computational Physics; Systems Theory, Control; Calculus of Variations and Optimal Control; Optimization
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