Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs

Matoussi, Anis; Sabbagh, Wissal; Zhang, Tusheng

doi:10.1007/s00245-019-09570-5

Public

Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs

Published in Applied Mathematics & Optimization • Apr 26, 2019

Authors:

Anis Matoussi

Wissal Sabbagh

Tusheng Zhang

Abstract

Abstract In this paper, we first present a sufficient condition(a variant) for the large deviation criteria of Budhiraja, Dupuis and Maroulas for functionals of Brownian motions. The sufficient condition is particularly more suitable for stochastic differential/partial differential equations with re...

Subject

Stochastic differential equation

Mathematics

Stochastic partial differential equation

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