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Large deviations for invariant measures of SPDEs with two reflecting walls

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  • Zhang, Tusheng

Abstract

In this article, we establish a large deviation principle for invariant measures of solutions of stochastic partial differential equations with two reflecting walls driven by a space–time white noise.

Suggested Citation

  • Zhang, Tusheng, 2012. "Large deviations for invariant measures of SPDEs with two reflecting walls," Stochastic Processes and their Applications, Elsevier, vol. 122(10), pages 3425-3444.
    • Handle: RePEc:eee:spapps:v:122:y:2012:i:10:p:3425-3444
    DOI: 10.1016/j.spa.2012.06.003
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    References listed on IDEAS

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    1. Xu, Tiange & Zhang, Tusheng, 2009. "White noise driven SPDEs with reflection: Existence, uniqueness and large deviation principles," Stochastic Processes and their Applications, Elsevier, vol. 119(10), pages 3453-3470, October.
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    Cited by:

    1. Xie, Bin, 2016. "Some effects of the noise intensity upon non-linear stochastic heat equations on [0,1]," Stochastic Processes and their Applications, Elsevier, vol. 126(4), pages 1184-1205.

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