Large deviation principle for stochastic evolution equations
The large deviation principle obtained by Freidlin and Wentzell for measures associated with finite-dimensional diffusions is extended to measures given by stochastic evolution equations with non-additive random perturbations. The proof of the main result is adopted from [\textit{P. Priouret}, Séminaire de probabilités XVI, Univ. Strasbourg 1980 81, Lect. Notes Math. 920, 184-200 (1982; Zbl 0484.60021)]\ concerning finite-dimensional diffusions. Exponential tail estimates for infinite- dimensional stochastic convolutions are used as main tools.
scientific article; zbMATH DE number 569025
scientific article