Small Time Asymptotics for Stochastic Evolution Equations

Please enable javascript in your browser.

Khalili, Saeed | 2012

729 Viewed

Type of Document: M.Sc. Thesis
Language: Farsi
Document No: 43055 (02)
University: Sharif University of Technology
Department: Mathematical Science
Advisor(s): Zohouri Zangeneh, Bijan
Abstract:
We obtain a large deviation principle describing the small time asymptotics of the solution of a stochastic evolution equation with multiplicative noise. Our assumptions are a condition on the linear drift operator that is satisfied by generators of analytic semigroups and Lipschitz continuity of the nonlinear coefficient functions. Methods originally used by Peszat.
For the small noise asymptotics problem are adapted to solve the small time asymptotics problem. The results obtained in this way improve on some results of Zhang
Keywords:
Stochastic Partial Differential Equation ; Large Deviation Principle ; Small Time Asymptotic ; Stochastic Band ; Wiener Process Infinite Dimension

No TOC