Large deviation principle for stochastic evolution equations |
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Authors: | Szymon Peszat |
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Affiliation: | (1) Institute of Mathematics, University of Mining and Metallurgy, Al. Mickiewicza 30, PL-30-059 Kraków, Poland |
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Abstract: | ![]() Summary The large deviation principle obtained by Freidlin and Wentzell for measures associated with finite-dimensional diffusions is extended to measures given by stochastic evolution equations with non-additive random perturbations. The proof of the main result is adopted from the Priouret paper concerning finite-dimensional diffusions. Exponential tail estimates for infinite-dimensional stochastic convolutions are used as main tools. |
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Keywords: | 60H15 60F10 |
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