Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2018

Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs

Anis Matoussi

Résumé

In this paper, we present a sufficient condition for the large deviation criteria of Budhiraja, Dupuis and Maroulas for functionals of Brownian motions. We then establish a large deviation principle for obstacle problems of quasi-linear stochastic partial differential equations. It turns out that the backward stochastic differential equations will play an important role.

Dates et versions

hal-01740682 , version 1 (22-03-2018)

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Anis Matoussi. Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs. 2018. ⟨hal-01740682⟩
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