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Large deviation principle for semilinear stochastic evolution equations with monotone nonlinearity and multiplicative noise
Dadashi Arani, H ; Sharif University of Technology | 2010
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- Type of Document: Article
- Publisher: 2010
- Abstract:
- We demonstrate the large deviation property for the mild solutions of stochastic evolution equations with monotone nonlinearity and multiplicative noise. This is achieved using the recently developed weak convergence method, in studying the large deviation principle. An Itô-type inequality is a main tool in the proofs. We also give two examples to illustrate the applications of the theorems
- Keywords:
- Source: Differential and Integral Equations ; Volume 23, Issue 7-8 , Apr , 2010 , Pages 747-772 ; 08934983 (ISSN)
- URL: https://arxiv.org/abs/0904.3305
