Large Deviation Principle for Semilinear Stochastic Evolution Equations with Monotone Nonlinearity and Multiplicative Noise

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Dadashi-Arani, Hassan
Zangeneh, Bijan Z.
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Abstract
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We demonstrate the large deviation property for the mild solutions of stochastic evolution equations with monotone nonlinearity and multiplica- tive noise. This is achieved using the recently developed weak convergence method, in studying the large deviation principle. An It^o-type inequality is a main tool in the proofs. We also give two examples to illustrate the applications of the theorems.
Comment: 23 pages
Keywords
Mathematics - Probability, Mathematics - Analysis of PDEs, 60F10, 60H20
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