Large deviations for invariant measures of SPDEs with two reflecting walls

In this article, we establish a large deviation principle for invariant measures of solutions of stochastic partial differential equations with two reflecting walls driven by a space–time white noise.

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Year of publication:	2012
Authors:	Zhang, Tusheng
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 122.2012, 10, p. 3425-3444
Publisher:	Elsevier
Subject:	Stochastic partial differential equations with two reflecting walls \| Deterministic obstacle problems \| Invariant measures \| Large deviations \| Skeleton equations

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010875088