Large deviations for a spatial average of stochastic heat and wave equations

We consider the one-dimensional stochastic heat and wave equations driven by Gaussian noises with constant initial conditions.We study the spatial average of the solutions on an interval of length R and show that the family of laws of the spatial average satisfies the large deviation principle as R goes to infinity.We also present the large deviation principle in the space of continuous functions.We prove these results using the tools of Malliavin calculus to evaluate the covariance of nonlinear functionals of the solution.

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Publication Details

Journal
Latin American Journal of Probability and Mathematical Statistics
Published
2025-01-01
DOI
https://doi.org/10.30757/alea.v22-36
Primary Topic
Stochastic processes and financial applications
Type
article
Field-Weighted Citation Impact
0.00

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article

Large deviations for a spatial average of stochastic heat and wave equations

Masahisa Ebina
Latin American Journal of Probability and Mathematical Statistics
Stochastic processes and financial applications
article

Large deviations for a spatial average of stochastic heat and wave equations

Masahisa Ebina
article en

Abstract

We consider the one-dimensional stochastic heat and wave equations driven by Gaussian noises with constant initial conditions.We study the spatial average of the solutions on an interval of length R and show that the family of laws of the spatial average satisfies the large deviation principle as R goes to infinity.We also present the large deviation principle in the space of continuous functions.We prove these results using the tools of Malliavin calculus to evaluate the covariance of nonlinear functionals of the solution.

Latin American Journal of Probability and Mathematical StatisticsVol. 22(2)
Kyushu University (JP)
Japan Society for the Promotion of Science
Openalex Percentile: Top 68%
Stochastic processes and financial applications
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