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arxiv: 0801.1830 · v1 · submitted 2008-01-11 · 🧮 math.PR · math.DS

Freidlin-Wentzell's Large Deviations for Stochastic Evolution Equations

classification 🧮 math.PR math.DS
keywords equationsstochasticlargeevolutionfreidlin-wentzellgeneralorderterm
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We prove a Freidlin-Wentzell large deviation principle for general stochastic evolution equations with small perturbation multiplicative noises. In particular, our general result can be used to deal with a large class of quasi linear stochastic partial differential equations, such as stochastic porous medium equations and stochastic reaction diffusion equations with polynomial growth zero order term and $p$-Laplacian second order term.

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