Uniform large deviations for parabolic SPDEs and applications

被引:93
作者
Chenal, F
Millet, A
机构
[1] Univ Paris 06, Probabil Lab, URA 224, F-75252 Paris 05, France
[2] Univ Paris 10, MODAL 10, Paris, France
关键词
Brownian sheet; parabolic stochastic partial differential equation; uniform large deviations; exit time of a domain; Holder continuous functions;
D O I
10.1016/S0304-4149(97)00091-4
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let C-z([0,T] X [0,1]) denote the set of functions f(t,x) which are alpha-Holder continuous in t and 2 alpha-Holder continuous in x. For 0<alpha<1/4 we prove a large deviation principle in a separable subset of C-alpha([0,T] x [0,1]) for the solution X-phi(epsilon)(t,x) to a parabolic stochastic partial differential equation perturbed by a small non-linear white noise, uniformly when the initial condition phi belongs to a compact subset of C-2 alpha,C-0([0,1]). This does not require any boundedness or nondegeneracy on the coefficients, and is applied to deduce asymptotics for the exit time of X-phi(epsilon)(t,.) from a bounded domain of C C-2 alpha,C-0([0,1]). (C) 1997 Elsevier Science B.V.
引用
收藏
页码:161 / 186
页数:26
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