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

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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.