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Large deviation principle for stochastic evolution equations
Authors:Szymon Peszat
Institution:(1) Institute of Mathematics, University of Mining and Metallurgy, Al. Mickiewicza 30, PL-30-059 Kraków, Poland
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.
Keywords:60H15  60F10
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