Stochastic doubly nonlinear PDE: Large Deviation Principles and existence of Invariant measure

2022/12/24 by Majee, Ananta K
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2212.12769

Abstract

In this paper, we establish large deviation principle for the strong solution of a doubly nonlinear PDE driven by small multiplicative Brownian noise. Motononicity arguments and the weak convergence approach have been exploited in the proof. Moreover, by using certain a-priori estimates and sequentially weakly Feller property of the associated Markov semigroup, we show existence of invariant probability measure for the strong solution of the underlying problem.

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