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arXiv · 1712.02169

Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs

Anis Matoussi·Wissal Sabbagh·Tusheng Zhang
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Abstract

In this paper, we present a sufficient condition for the large deviation criteria of Budhiraja, Dupuis and Maroulas for functionals of Brownian motions. We then establish a large deviation principle for obstacle problems of quasi-linear stochastic partial differential equations. It turns out that the backward stochastic differential equations will play an important role.

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Anis Matoussi, Wissal Sabbagh, Tusheng Zhang. 2017-12-06. Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs. https://arxiv.org/abs/1712.02169

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