Large deviation principle for white noise SPDEs with oblique reflection

Hong Shaopeng; Liu Xiangdong

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arXiv · 2303.17851

Large deviation principle for white noise SPDEs with oblique reflection

Hong Shaopeng·Liu Xiangdong

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Abstract

In this paper, we consider Fredlin-Wentzell type large deviation principle (LDP) of multidimensional reflected stochastic partial differential equations in a convex domain, allowing for oblique direction of reflection. To prove the LDP, a sufficient condition for the weak convergence method and penalized method plays an important role.

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Hong Shaopeng, Liu Xiangdong. 2023-03-31. Large deviation principle for white noise SPDEs with oblique reflection. https://arxiv.org/abs/2303.17851

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