Large deviations for quasilinear parabolic stochastic partial differential equations

2017/11/22 by Dong, Zhao, Zhang, Rangrang, Zhang, Tusheng
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1711.08531

Abstract

In this paper, we establish the Freidlin-Wentzell's large deviations for quasilinear parabolic stochastic partial differential equations with multiplicative noise, which are neither monotone nor locally monotone. The proof is based on the weak convergence approach.

Related

• On the small time asymptotics of quasilinear parabolic stochastic partial differential equations
• Large deviations for locally monotone stochastic partial differential equations driven by Levy noise
• Large Deviations for a Class of Parabolic Semilinear Stochastic Partial\n Differential Equations in Any Space Dimension
• Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise
• Large Deviations for a Class of Semilinear Stochastic Partial Differential Equations