Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs

Abstract

In this paper, we present a sufficient condition for the large deviation criteria of Budhiraja, Dupuis and Maroulas for functionals of Brownian motions. We then establish a large deviation principle for obstacle problems of quasi-linear stochastic partial differential equations. It turns out that the backward stochastic differential equations will play an important role.

References in corpus (2)

• Large deviations for the Boussinesq Equations under Random Influences
• The obstacle problem for quasilinear stochastic PDE's