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Large Deviations for Quasilinear Parabolic Stochastic Partial Differential Equations
In this paper, we establish the Freidlin-Wentzell’s large deviations for quasilinear parabolic stochastic partial differential equations with multiplicative noise, which are neither monotone nor locally monotone. The proof is based on the weak convergence approach.
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Published in: | Potential analysis 2020-06, Vol.53 (1), p.183-202 |
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Main Authors: | , , |
Format: | Article |
Language: | English |
Subjects: | |
Citations: | Items that this one cites Items that cite this one |
Online Access: | Get full text |
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Summary: | In this paper, we establish the Freidlin-Wentzell’s large deviations for quasilinear parabolic stochastic partial differential equations with multiplicative noise, which are neither monotone nor locally monotone. The proof is based on the weak convergence approach. |
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ISSN: | 0926-2601 1572-929X |
DOI: | 10.1007/s11118-019-09763-1 |