Freidlin-Wentzell's large deviation principle for stochastic integral evolution equations

Xiaomin Huang; Yanpei Jiang; Wei Liu

doi:10.3934/cpaa.2022091

Article Contents

2022, Volume 21, Issue 9: 3089-3116. Doi: 10.3934/cpaa.2022091

This issue Previous Article Limit cycle bifurcations by perturbing piecewise Hamiltonian systems with a nonregular switching line via multiple parameters Next Article Systems of semilinear wave equations with multiple speeds in two space dimensions and a weaker null condition

Freidlin-Wentzell's large deviation principle for stochastic integral evolution equations

1.
School of Statistics and Data Science, Nankai University, Tianjin 300071, China
2.
School of Mathematics and Statistics, Jiangsu Normal University, Xuzhou 221116, China
3.
School of Mathematics and Statistics/RIMS, Jiangsu Normal University, Xuzhou 221116, China

^* Corresponding author
^* Corresponding author

Received: October 2021

Revised: March 2022

Early access: May 2022

Published: September 2022

This work is supported by NSFC (No. 12171208 11831014, 12090011) and Postgraduate Research & Practice Innovation Program of Jiangsu Province (No. KYCX20-2324)

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Abstract

The main aim of this work is to investigate the large deviation principle for a class of stochastic integral evolution equations. As applications, our results can be applied to a large class of stochastic models with hereditary or memory effects such as stochastic integral porous medium equations, stochastic integral $ p $-Laplace equations and stochastic integral 2D Navier-Stokes equations.

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Mathematics Subject Classification: Primary: 60H15; Secondary: 60F10.

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