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.
- large deviations
- Stochastic partial differential equations
- infinite dimensional Brownian motion
Foondun, M., & Setayeshgar, L. (2017). Large deviations for a class of semilinear stochastic partial differential equations. Statistics and Probability Letters , 121, 143-151. https://doi.org/10.1016/j.spl.2016.10.019