Sharp large deviation estimates for the stochastic heat equation (Q5935615)
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scientific article; zbMATH DE number 1610720
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sharp large deviation estimates for the stochastic heat equation |
scientific article; zbMATH DE number 1610720 |
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Sharp large deviation estimates for the stochastic heat equation (English)
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22 January 2002
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The authors obtain an asymptotic expansion for the action functional in the large deviations principle satisfied by the usual stochastic heat equation driven by a small space-time white noise. The method allows degeneracy of the diffusion coefficient, and the expansion is valid for a large class of Borel subsets of continuous functions, including the closed-convex ones.
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parabolic stochastic partial differential equations
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large deviations
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stochastic expansion
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