Large deviations for stochastic reaction-diffusion systems with multiplicative noise and non-Lipshitz reaction term
作者： Michael R�ckner , Sandra Cerrai
关键词: Mathematics 、 Limit (mathematics) 、 Large deviations theory 、 Multiplicative noise 、 Mathematical analysis 、 Polynomial 、 Probability theory 、 Stochastic partial differential equation 、 Applied mathematics 、 Lipschitz continuity 、 Noise (electronics)
摘要: Following classical work by Freidlin [Trans. Amer. Math. Soc. (1988) 305 665--657] and subsequent works Sowers [Ann. Probab. (1992) 20 504--537] Peszat [Probab. Theory Related Fields (1994) 98 113--136], we prove large deviation estimates for the small noise limit of systems stochastic reaction--diffusion equations with globally Lipschitz but unbounded diffusion coefficients, however, assuming reaction terms to be only locally polynomial growth. This generalizes results above mentioned authors. Our apply, in particular, Ginzburg--Landau multiplicative noise.
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