paper

Large deviation principle for white noise SPDEs with oblique reflection

arXiv:2303.17851

Abstract

In this paper, we consider Fredlin-Wentzell type large deviation principle (LDP) of multidimensional reflected stochastic partial differential equations in a convex domain, allowing for oblique direction of reflection. To prove the LDP, a sufficient condition for the weak convergence method and penalized method plays an important role.

21 pages

Large deviation principle for white noise SPDEs with oblique reflection · wovepaper