In this paper we prove a large deviations principle for the invariant measures of a class of reaction-diffusion systems in bounded domains of ℝd, d ≥ 1, perturbed by a noise of multiplicative type. We consider reaction terms which are not Lipschitz-continuous and diffusion coefficients in front of the noise which are not bounded and may be degenerate. This covers for example the case of Ginzburg-Landau systems with unbounded and possibly degenerate multiplicative noise.
Large deviations for invariant measures of stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term / S. CERRAI; ROECKNER M.. - In: ANNALES DE L'INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES. - ISSN 0246-0203. - STAMPA. - 41:(2005), pp. 69-105. [10.1016/j.anihpb.2004.03.001]
Large deviations for invariant measures of stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term
CERRAI, SANDRA;
2005
Abstract
In this paper we prove a large deviations principle for the invariant measures of a class of reaction-diffusion systems in bounded domains of ℝd, d ≥ 1, perturbed by a noise of multiplicative type. We consider reaction terms which are not Lipschitz-continuous and diffusion coefficients in front of the noise which are not bounded and may be degenerate. This covers for example the case of Ginzburg-Landau systems with unbounded and possibly degenerate multiplicative noise.I documenti in FLORE sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.