Freidlin-Wentzell's large deviation principle for stochastic integral evolution equations (Q2090398)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Freidlin-Wentzell's large deviation principle for stochastic integral evolution equations |
scientific article; zbMATH DE number 7606672
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Freidlin-Wentzell's large deviation principle for stochastic integral evolution equations |
scientific article; zbMATH DE number 7606672 |
Statements
Freidlin-Wentzell's large deviation principle for stochastic integral evolution equations (English)
0 references
25 October 2022
0 references
The authors consider the following general class of stochastic integral evolution equations of the form \begin{align*} dX(t) = & AX(t) dt + D_1(t,X(t))dt + \int_0^t D_2(t,s,X(s))dsdt + B(t,X(t))dW(t) + \int_0^t G(t,s,X(s))dW(s)dt \\ X(0) = & x_0 \in H \end{align*} Their aim is to establish the large deviation principle for stochastic integral evolution equations with small random perturbations.
0 references
SPDE
0 references
stochastic integral evolution equation
0 references
locally monotone
0 references
variational approach
0 references
large deviation principle
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
