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Uniform large deviations for a class of semilinear stochastic partial differential equations driven by a Brownian sheet

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  • Leila Setayeshgar

Abstract

We prove a uniform large deviation principle for the law of the solutions to a class of semilinear stochastic partial differential equations driven by a Brownian sheet, where the uniformity is with respect to initial conditions that have bounded Euclidean norms on [0, 1]. Our proof is based on the weak convergence method.

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  • Leila Setayeshgar, 2023. "Uniform large deviations for a class of semilinear stochastic partial differential equations driven by a Brownian sheet," Partial Differential Equations and Applications, Springer, vol. 4(1), pages 1-12, February.
    • Handle: RePEc:spr:pardea:v:4:y:2023:i:1:d:10.1007_s42985-022-00220-0
    DOI: 10.1007/s42985-022-00220-0
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    References listed on IDEAS

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    1. Foondun, Mohammud & Setayeshgar, Leila, 2017. "Large deviations for a class of semilinear stochastic partial differential equations," Statistics & Probability Letters, Elsevier, vol. 121(C), pages 143-151.
    2. Cardon-Weber, Caroline, 1999. "Large deviations for a Burgers'-type SPDE," Stochastic Processes and their Applications, Elsevier, vol. 84(1), pages 53-70, November.
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