Large deviation properties of solutions of nonlinear stochastic convolution equations

Sonia Chaari; Maria Fernanda de Almeida Cipriano Salvador Marques; Habib Ouerdiane

Large deviation properties of solutions of nonlinear stochastic convolution equations

Sonia Chaari, Maria Fernanda de Almeida Cipriano Salvador Marques, Habib Ouerdiane

DM - Departamento de Matemática

Research output: Contribution to journal › Article › peer-review

Abstract

In this paper we apply Cramer's theorem for the solutions of non-linear stochastic equation
of convolution type. We also apply Cramer's and Schilder's theorems for the solutions of stochastic heat equation.

Original language	English
Pages (from-to)	1-14
Number of pages	14
Journal	Advances in theoretical and applied mathematics
Volume	2
Issue number	1
Publication status	Published - 1 Jan 2007

Keywords

Cramer’s theorem
Schilder’s theorem
White noise distributions
Large deviations principle

Cite this

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title = "Large deviation properties of solutions of nonlinear stochastic convolution equations",

abstract = "In this paper we apply Cramer's theorem for the solutions of non-linear stochastic equationof convolution type. We also apply Cramer's and Schilder's theorems for the solutions of stochastic heat equation.",

keywords = "Cramer{\textquoteright}s theorem, Schilder{\textquoteright}s theorem, White noise distributions, Large deviations principle",

author = "Sonia Chaari and Marques, {Maria Fernanda de Almeida Cipriano Salvador} and Habib Ouerdiane",

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AU - Ouerdiane, Habib

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KW - Schilder’s theorem

KW - White noise distributions

KW - Large deviations principle

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EP - 14

JO - Advances in theoretical and applied mathematics

JF - Advances in theoretical and applied mathematics

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Large deviation properties of solutions of nonlinear stochastic convolution equations

Abstract

Keywords

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