Large deviations for a class of semilinear stochastic partial differential equations

Foondun, Mohammud and Setayeshgar, Leila (2017) Large deviations for a class of semilinear stochastic partial differential equations. Statistics and Probability Letters, 121. pp. 143-151. ISSN 0167-7152 (https://doi.org/10.1016/j.spl.2016.10.019)

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Abstract

We prove the large deviations principle (LDP) for the law of the solutions to a class of semilinear stochastic partial differential equations driven by multiplicative noise. Our proof is based on the weak convergence approach and significantly improves earlier methods.

ORCID iDs

Foondun, Mohammud ORCID logoORCID: https://orcid.org/0000-0001-7634-916X and Setayeshgar, Leila;