Following classical work by M.I. Freidlin and subsequent works by R. Sowers and S. Peszat, we prove large deviation estimates for the small noise limit of systems of stochastic reaction-diffusion equations with globally Lipschitz but unbounded diffusion coefficients, however, assuming the reaction terms to be only locally Lipschitz with polynomial growth. This generalizes results of the above mentioned authors. Our results apply, in particular, to systems of stochastic Ginzburg-Landau equations with multiplicative noise.

LARGE DEVIATIONS FOR STOCHASTIC REACTION-DIFFUSION SYSTEMS WITH MULTIPLICATIVE NOISE AND NON-LIPSCHITZ REACTION TERM / S. CERRAI; M. ROECKNER. - In: ANNALS OF PROBABILITY. - ISSN 0091-1798. - STAMPA. - 32:(2004), pp. 1-40. [10.1214/aop/1079021473]

LARGE DEVIATIONS FOR STOCHASTIC REACTION-DIFFUSION SYSTEMS WITH MULTIPLICATIVE NOISE AND NON-LIPSCHITZ REACTION TERM

CERRAI, SANDRA;
2004

Abstract

Following classical work by M.I. Freidlin and subsequent works by R. Sowers and S. Peszat, we prove large deviation estimates for the small noise limit of systems of stochastic reaction-diffusion equations with globally Lipschitz but unbounded diffusion coefficients, however, assuming the reaction terms to be only locally Lipschitz with polynomial growth. This generalizes results of the above mentioned authors. Our results apply, in particular, to systems of stochastic Ginzburg-Landau equations with multiplicative noise.
2004
32
1
40
S. CERRAI; M. ROECKNER
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Utilizza questo identificatore per citare o creare un link a questa risorsa: https://hdl.handle.net/2158/312805
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