Large deviation principle for stochastic evolution equations
type: Item
instance of: scholarly article
title: Large deviation principle for stochastic evolution equations
zbMATH Open document ID: 0792.60057
DOI: 10.1007/BF01311351
author: Szymon Peszat
publication date: 1994-07-14T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 60F10
zbMATH DE Number: 569025
zbMATH Keywords: large deviation principle
zbMATH Keywords: finite-dimensional diffusions
zbMATH Keywords: stochastic convolutions
MaRDI profile type: Publication
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published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 569025