Large deviations for a class of semilinear stochastic partial differential equations

Mohammud Foondun; Leila Setayeshgar

doi:10.1016/j.spl.2016.10.019

Large deviations for a class of semilinear stochastic partial differential equations

Mohammud Foondun, Leila Setayeshgar

Mathematics And Statistics

Research output: Contribution to journal › Article › peer-review

11 Citations (Scopus)

77 Downloads (Pure)

Abstract

We prove the large deviations principle (LDP) for the law of the solutions to a class of semilinear stochastic partial differential equations driven by multiplicative noise. Our proof is based on the weak convergence approach and significantly improves earlier methods.

Original language	English
Pages (from-to)	143-151
Number of pages	9
Journal	Statistics and Probability Letters
Volume	121
Early online date	28 Oct 2016
DOIs	https://doi.org/10.1016/j.spl.2016.10.019
Publication status	Published - 28 Feb 2017

Keywords

large deviations
Stochastic partial differential equations
infinite dimensional Brownian motion

Access to Document

10.1016/j.spl.2016.10.019

Foondun-Setayeshgar-SPL-2017-Large-deviations-for-a-class-of-semilinear-stochastic-partial-differential-equationsAccepted author manuscript, 157 KBLicence: CC BY-NC-ND 4.0

Cite this

@article{eead6d2f357a468d9e514f4ade7e07aa,

title = "Large deviations for a class of semilinear stochastic partial differential equations",

abstract = "We prove the large deviations principle (LDP) for the law of the solutions to a class of semilinear stochastic partial differential equations driven by multiplicative noise. Our proof is based on the weak convergence approach and significantly improves earlier methods.",

keywords = "large deviations, Stochastic partial differential equations, infinite dimensional Brownian motion",

author = "Mohammud Foondun and Leila Setayeshgar",

year = "2017",

month = feb,

day = "28",

doi = "10.1016/j.spl.2016.10.019",

language = "English",

volume = "121",

pages = "143--151",

journal = "Statistics and Probability Letters ",

issn = "0167-7152",

}

TY - JOUR

T1 - Large deviations for a class of semilinear stochastic partial differential equations

AU - Foondun, Mohammud

AU - Setayeshgar, Leila

PY - 2017/2/28

Y1 - 2017/2/28

N2 - We prove the large deviations principle (LDP) for the law of the solutions to a class of semilinear stochastic partial differential equations driven by multiplicative noise. Our proof is based on the weak convergence approach and significantly improves earlier methods.

AB - We prove the large deviations principle (LDP) for the law of the solutions to a class of semilinear stochastic partial differential equations driven by multiplicative noise. Our proof is based on the weak convergence approach and significantly improves earlier methods.

KW - large deviations

KW - Stochastic partial differential equations

KW - infinite dimensional Brownian motion

UR - http://www.sciencedirect.com/science/journal/01677152

U2 - 10.1016/j.spl.2016.10.019

DO - 10.1016/j.spl.2016.10.019

M3 - Article

SN - 0167-7152

VL - 121

SP - 143

EP - 151

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

ER -

Large deviations for a class of semilinear stochastic partial differential equations

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this