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January 1996 Large deviations for a class of stochastic partial differential equations
Gopinath Kallianpur, Jie Xiong
Ann. Probab. 24(1): 320-345 (January 1996). DOI: 10.1214/aop/1042644719

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.

Citation

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Gopinath Kallianpur. Jie Xiong. "Large deviations for a class of stochastic partial differential equations." Ann. Probab. 24 (1) 320 - 345, January 1996. https://doi.org/10.1214/aop/1042644719

Information

Published: January 1996
First available in Project Euclid: 15 January 2003

zbMATH: 0854.60026
MathSciNet: MR1387638
Digital Object Identifier: 10.1214/aop/1042644719

Rights: Copyright © 1996 Institute of Mathematical Statistics

Vol.24 • No. 1 • January 1996
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