论文信息 - Large deviation problem for some parabolic itǒ equations

Large deviation problem for some parabolic itǒ equations

The large deviation problem of Wentzell-Freidlin type is considered for a class of semilinear parabolic equations perturbed by a small multiplicative noise. In a Hilbert space setting, it is proved that, under suitable conditions, the associated family of solution measures, depending on a small parameter, obeys the large deviation principle with respect to a certain rate function.

P. Chow | Pao‐Liu ‐L Chow

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