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Generalized calculus and sdes with non regular drift |
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| Authors: | Franco Flandoli Francesco Russo |
| Institution: | 1. Dipartimento di Matematica Applicata , Universita di Pisa , Via Bonanno 25B, Pisa, 56126, Italy;2. Institut Galilee , Universite de Paris 13 , Mathematiques 99, av. J-B Clement, Villetaneuse, 93430, France |
| Abstract: | In this note we prove a precise asymptotic estimate for Laplace type functionals for a parabolic SPDE. We use a large deviation principle, the stochastic Taylor expansion, some exponential inequalities and support theorems for our stochastic partial differential equation |
| Keywords: | Stochastic forward integration Stochastic differential equation with non-regular drift Pathwise uniqueness Regular dependence on parameters |