Large deviation principle of stochastic evolution equations with reflection

Abstract In this paper, we establish a large deviation principle for stochastic evolution equations with reflection in an infinite-dimensional ball. Weak convergence approach plays an important role.

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Publication Details

Journal
Journal of Evolution Equations
Published
2024-10-26
DOI
https://doi.org/10.1007/s00028-024-01020-2
Primary Topic
Stochastic processes and financial applications
Type
article
Field-Weighted Citation Impact
0.00

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article

Large deviation principle of stochastic evolution equations with reflection

Tusheng Zhang, Zdzisław Brzeźniak, Qi Li
Journal of Evolution Equations
Stochastic processes and financial applications
article

Large deviation principle of stochastic evolution equations with reflection

Tusheng Zhang, Zdzisław Brzeźniak, Qi Li
article en

Abstract

Abstract In this paper, we establish a large deviation principle for stochastic evolution equations with reflection in an infinite-dimensional ball. Weak convergence approach plays an important role.

Journal of Evolution EquationsVol. 24(4)
University of Science and Technology of China (CN), University of Manchester (GB), University of York (GB)
National Natural Science Foundation of China, Key Technologies Research and Development Program
Reduced inequalities
Openalex Percentile: Top 74%
Stochastic processes and financial applications
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