The Annals of Probability

Large deviations for a class of stochastic partial differential equations

Gopinath Kallianpur and Jie Xiong
Source: Ann. Probab. Volume 24, Number 1 (1996), 320-345.

Abstract

We consider the random fields $X^{\varepsilon}(t, q), \ t\geq 0, \ q\in {\mathcal O},$ goverened by stochastic partial differential equations driven by a Gaussian white noise in space-time, where $\mathcal O$ is a bounded domain in ${\mathbb R}^d$ with regular boundary. To study the continuity of the random fields $X^\varepsilon$ in space and time variables, we prove an analogue of Garsia's theorem. We then derive the large deviation results based on the methods used by the second author in another paper. This article provides an alternative proof of Sower's result for the case of d = 1.

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Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.aop/1042644719
Mathematical Reviews number (MathSciNet): MR1387638
Digital Object Identifier: doi:10.1214/aop/1042644719
Zentralblatt MATH identifier: 0854.60026


2012 © Institute of Mathematical Statistics

The Annals of Probability

The Annals of Probability