Large deviations for long-time occupation measures of stochastic evolution equations with small, asymptotically rough noise

Abstract

We study the long-time, small-noise behavior of a class of dissipative stochastic evolution equations in a separable Hilbert space, driven by a cylindrical Wiener process whose covariance degenerates to a limiting operator in the strong operator topology. A prototypical example is a stochastic reaction-diffusion equation on a bounded domain with spatially homogeneous but spectrally regularized noise that becomes spatially rough in the limit. We establish a large deviation principle for occupation measures as the time horizon becomes large, the noise intensity tends to zero, and the noise becomes increasingly rough. The result covers a broad class of dissipative equations in infinite dimensions, including those driven by asymptotically rough cylindrical noise whose covariance need not be trace class. Extending the finite-dimensional work of Budhiraja and Zoubouloglou, the infinite-dimensional setting introduces substantial new difficulties: the bound arguments require careful handling of the unbounded evolution and inverse covariance operators, and the increasing roughness of the noise must be balanced against its vanishing amplitude through uniform estimates. Proofs combine analytic semigroup techniques, fractional domain space estimates and a careful treatment of stochastic convolutions in weighted spaces. The rate function is given by a simple explicit formula, the average over the measure of the squared Cameron-Martin cost of canceling the deterministic drift at each point. The proof follows the weak convergence approach based on the Bouè-Dupuis variational formula and constructs near-optimal controls by alternating travel phases that steer the process between prescribed target states and hold phases that stabilize it near a target while shaping the occupation measure.