Freidlin-Wentzell's Large Deviations for Stochastic Evolution Equations
arXiv:0801.1830
Abstract
We prove a Freidlin-Wentzell large deviation principle for general stochastic evolution equations with small perturbation multiplicative noises. In particular, our general result can be used to deal with a large class of quasi linear stochastic partial differential equations, such as stochastic porous medium equations and stochastic reaction diffusion equations with polynomial growth zero order term and -Laplacian second order term.
17Pages