Freidlin-Wentzell's large deviations for stochastic evolution equations

Jiagang Ren*, Xicheng Zhang

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

50 Citations (Scopus)

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 languageEnglish
Pages (from-to)3148-3172
Number of pages25
JournalJournal of Functional Analysis
Volume254
Issue number12
DOIs
Publication statusPublished - 15 Jun 2008
Externally publishedYes

Keywords

  • Freidlin-Wentzell's large deviation
  • Laplace principle
  • Stochastic evolution equation
  • Variational representation formula

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