A large deviation principle for nonlinear stochastic wave equation driven by rough noise
Li Ruinan, Zhang Beibei

TL;DR
This paper establishes a large deviation principle for a one-dimensional nonlinear stochastic wave equation driven by rough noise with fractional spatial component, using a variational framework and a modified weak convergence approach.
Contribution
It extends large deviation principles to nonlinear stochastic wave equations influenced by fractional noise, employing a novel variational and weak convergence methodology.
Findings
Proves a large deviation principle for the specified stochastic wave equation.
Adapts the variational framework and weak convergence criterion to fractional noise.
Provides a rigorous mathematical foundation for analyzing rare events in such systems.
Abstract
This paper is devoted to investigating Freidlin-Wentzell's large deviation principle for one (spatial) dimensional nonlinear stochastic wave equation , where is white in time and fractional in space with Hurst parameter . The variational framework and the modified weak convergence criterion proposed by Matoussi et al. \cite{MSZ} are adopted here.
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Taxonomy
TopicsStochastic processes and financial applications
