Author:
Wang Ran,Zhai Jianliang,Zhang Shiling
Abstract
<p style='text-indent:20px;'>In this paper, we establish a large deviation principle for stochastic Burgers type equation with reflection perturbed by the small multiplicative noise. The main difficulties come from the highly non-linear coefficient and the singularity caused by the reflection. Here, we adopt a new sufficient condition for the weak convergence criteria, which is proposed by Matoussi, Sabbagh and Zhang [<xref ref-type="bibr" rid="b14">14</xref>].</p>
Publisher
American Institute of Mathematical Sciences (AIMS)
Subject
Applied Mathematics,Analysis,General Medicine
Reference27 articles.
1. A. Budhiraja, P. Dupuis.A variational representation for positive functionals of infinite dimensional Brownian motion, Probab. Math. Statist., 20 (2000), 39-61.
2. A. Budhiraja and P. Dupuis, Analysis and Approximation of Rare Events: Representations and Weak Convergence Methods, Springer, New York, 2019.
3. A. Budhiraja, P. Dupuis, V. Maroulas.Large deviations for infinite dimensional stochastic dynamical systems continuous time processes, Ann. Probab., 36 (2008), 1390-1420.
4. A. Budhiraja, P. Dupuis, V. Maroulas.Variational representations for continuous time processes, Ann. Inst. H. Poincaré Probab. Statist., 47 (2011), 725-747.
5. V. Cardon-Weber.Large deviations for a Burgers'-type SPDE, Stochastic Process. Appl., 84 (1999), 53-70.
Cited by
5 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献