Large Deviation Principle for Semilinear Stochastic Evolution Equations with Monotone nonlinearity and Multiplicative Noise

  • Hassan Dadashi-Arani, Bijan Z. Zangeneh
  • Published 2009

Abstract

Using a recently developed method, weak convergence method, in dealing with the large deviation principle, we demonstrate the large deviation principle property for mild solutions of stochastic evolution equations with monotone nonlinearity and multiplicative noise. An Itô-type inequality is a main tool in the proofs. We also give two examples to illustrate the applications of the theorems.

Cite this paper

@inproceedings{DadashiArani2009LargeDP, title={Large Deviation Principle for Semilinear Stochastic Evolution Equations with Monotone nonlinearity and Multiplicative Noise}, author={Hassan Dadashi-Arani and Bijan Z. Zangeneh}, year={2009} }