Differential and Integral Equations

Large deviation principle for semilinear stochastic evolution equations with monotone nonlinearity and multiplicative noise

Hassan Dadashi-Arani and Bijan Z. Zangeneh

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Abstract

We demonstrate the large deviation property for the mild solutions of stochastic evolution equations with monotone nonlinearity and multiplicative noise. This is achieved using the recently developed weak convergence method, in studying the large deviation principle. An Itô-type inequality is a main tool in the proofs. We also give two examples to illustrate the applications of the theorems.

Article information

Source
Differential Integral Equations, Volume 23, Number 7/8 (2010), 747-772.

Dates
First available in Project Euclid: 20 December 2012

Permanent link to this document
https://projecteuclid.org/euclid.die/1356019194

Mathematical Reviews number (MathSciNet)
MR2654268

Zentralblatt MATH identifier
1240.60179

Subjects
Primary: 60F10: Large deviations 60H20: Stochastic integral equations

Citation

Dadashi-Arani, Hassan; Zangeneh, Bijan Z. Large deviation principle for semilinear stochastic evolution equations with monotone nonlinearity and multiplicative noise. Differential Integral Equations 23 (2010), no. 7/8, 747--772. https://projecteuclid.org/euclid.die/1356019194


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