Summary
The large deviation principle obtained by Freidlin and Wentzell for measures associated with finite-dimensional diffusions is extended to measures given by stochastic evolution equations with non-additive random perturbations. The proof of the main result is adopted from the Priouret paper concerning finite-dimensional diffusions. Exponential tail estimates for infinite-dimensional stochastic convolutions are used as main tools.
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Peszat, S. Large deviation principle for stochastic evolution equations. Probab. Th. Rel. Fields 98, 113–136 (1994). https://doi.org/10.1007/BF01311351
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DOI: https://doi.org/10.1007/BF01311351
Mathematical Subject Classifications (1991)
- 60H15
- 60F10