Large Deviations for a Class of Semilinear Stochastic Partial Differential Equations

Published 2 Jul 2016 in math.PR | (1607.00492v1)

Abstract: We prove the large deviations principle (LDP) for the law of the solutions to a class of semilinear stochastic partial differential equations driven by multiplicative noise. Our proof is based on the weak convergence approach and significantly improves earlier methods.

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