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Large Deviation Principle for Multi-Scale Fully Local Monotone Stochastic Dynamical Systems with Multiplicative Noise
Published 28 Feb 2024 in math.PR | (2402.18108v2)
Abstract: This paper is devoted to proving the small noise asymptotic behaviour, particularly large deviation principle, for multi-scale stochastic dynamical systems with fully local monotone coefficients driven by multiplicative noise. The main techniques are based on a combination of the weak convergence approach, the time discretization technique and the theory of pseudo-monotone operator. The main results derived in this paper have broad applicability to various multi-scale models, where the slow component could be such as stochastic porous medium equations, stochastic Cahn-Hilliard equations and stochastic 2D Liquid crystal equations.
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