Abstract
We prove a Freidlin-Wentzell large deviation principle for general stochastic evolution equations with small perturbation multiplicative noises. In particular, our general result can be used to deal with a large class of quasi-linear stochastic partial differential equations, such as stochastic porous medium equations and stochastic reaction-diffusion equations with polynomial growth zero order term and p-Laplacian second order term.
Original language | English |
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Pages (from-to) | 3148-3172 |
Number of pages | 25 |
Journal | Journal of Functional Analysis |
Volume | 254 |
Issue number | 12 |
DOIs | |
Publication status | Published - 15 Jun 2008 |
Externally published | Yes |
Keywords
- Freidlin-Wentzell's large deviation
- Laplace principle
- Stochastic evolution equation
- Variational representation formula