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

2023/08/04 by Yassine Tahraoui, Tahraoui, Yassine
Decision Sciences · Mathematics · #35K86 #35R35 #60F10 #60H15 #Analysis of PDEs (math.AP) #FOS: Mathematics #Point processes and geometric inequalities #Probability (math.PR) #Probability and Risk Models #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.2308.02206

openalex publication_date 2023/08/04 · openalex created_date 2023/08/08 · openalex updated_date 2026/07/28

Abstract

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.

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