The Large Deviation of Semi-linear Stochastic Partial Differential Equation Driven by Brownian Sheet
/ Authors
/ Abstract
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.
Journal: Communications in Mathematics and Statistics