Large deviations for a class of semilinear stochastic partial differential equations

Mohammud Foondun, Leila Setayeshgar

Research output: Contribution to journalArticle

4 Citations (Scopus)
22 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 languageEnglish
Pages (from-to)143-151
Number of pages9
JournalStatistics and Probability Letters
Volume121
Early online date28 Oct 2016
DOIs
Publication statusPublished - 28 Feb 2017

Keywords

  • large deviations
  • Stochastic partial differential equations
  • infinite dimensional Brownian motion

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