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Large deviation principle for stochastic evolution equations
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  • Published: March 1994

Large deviation principle for stochastic evolution equations

  • Szymon Peszat1 

Probability Theory and Related Fields volume 98, pages 113–136 (1994)Cite this article

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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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Authors and Affiliations

  1. Institute of Mathematics, University of Mining and Metallurgy, Al. Mickiewicza 30, PL-30-059, Kraków, Poland

    Szymon Peszat

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  1. Szymon Peszat
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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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  • Received: 02 February 1993

  • Revised: 29 September 1993

  • Issue Date: March 1994

  • DOI: https://doi.org/10.1007/BF01311351

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Mathematical Subject Classifications (1991)

  • 60H15
  • 60F10
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