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Large deviations for stochastic porous media equations

2020/03/29 by Rangrang Zhang, Zhang, Rangrang
Computer Science · Economics, Econometrics and Finance · Mathematics · #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Nonlinear Partial Differential Equations #Probability (math.PR) #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.2003.14213

openalex publication_date 2020/03/29 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this paper, we establish the Freidlin-Wentzell type large deviation principles for porous medium-type equations perturbed by small multiplicative noise. The porous medium operator Δ(|u|m-1u) is allowed. Our proof is based on weak convergence approach.

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