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Large Deviations for Stochastic Heat Equation with Rough Dependence in Space

Y, Hu
; 
Nualart, David
; 
Zhang, T
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Abstract
In this paper we establish a large deviation principle for the nonlinear one dimensional stochastic heat equation driven by a Gaussian noise which is white in time and which has the covariance of a fractional Brownian motion with Hurst parameter H ∈( 14 ; 12) in the space variable.
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Date
2017-07-27
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Bernoulli Society
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Mathematics Scholarly Works
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Hu, Y., Nualart, D., & Zhang, T. (2018). Large Deviations for Stochastic Heat Equation with Rough Dependence in Space. Bernoulli, 24(1), 354-385. https://doi.org/10.3150/16-BEJ880
URI
https://hdl.handle.net/1808/29850
DOI
10.3150/16-BEJ880
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