Large deviation principle of occupation measures for Non-linear monotone SPDEs
Ran Wang, Jie Xiong, Lihu Xu

TL;DR
This paper establishes a large deviation principle for occupation measures of certain non-linear monotone SPDEs using hyper-exponential recurrence, with applications to various concrete equations driven by stable noises.
Contribution
It introduces a novel large deviation framework for non-linear monotone SPDEs and applies it to multiple specific equations with stable noise drivers.
Findings
Large deviation principle proven for a class of non-linear monotone SPDEs.
Applicable to equations like stochastic p-Laplace, porous medium, and Ginzburg-Landau.
Results extend understanding of probabilistic behavior of complex SPDEs.
Abstract
Using the hyper-exponential recurrence criterion, a large deviation principle for the occupation measure is derived for a class of non-linear monotone stochastic partial differential equations. The main results are applied to many concrete SPDEs such as stochastic -Laplace equation, stochastic porous medium equation, stochastic fast-diffusion equation, and even stochastic real Ginzburg-Landau equation driven by -stable noises.
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Taxonomy
TopicsStochastic processes and financial applications · Stochastic processes and statistical mechanics · Advanced Mathematical Modeling in Engineering
