The Large Deviation of Semi-linear Stochastic Partial Differential Equation Driven by Brownian Sheet

被引：1

作者：

Cao, Qiyong ^{[1
]}

Gao, Hongjun ^{[2
]}

机构：

[1] Nanjing Normal Univ, Sch Math Sci, Nanjing 210023, Peoples R China

[2] Southeast Univ, Sch Math, Nanjing 211189, Peoples R China

来源：

COMMUNICATIONS IN MATHEMATICS AND STATISTICS | 2025年 / 13卷 / 04期

关键词：

Large deviation principle; Stochastic Burgers equation; Weak convergence method; Uniform Laplace principle; EXISTENCE;

D O I：

10.1007/s40304-023-00340-y

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We prove the large deviation principle for the law of the one-dimensional semi-linear stochastic partial differential equations driven by a nonlinear multiplicative noise. Firstly, combining the energy estimate and approximation procedure, we obtain the existence of the global solution. Secondly, the large deviation principle is obtained via the weak convergence method.

引用

页码：813 / 843

页数：31

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