Large deviations for the 2-D derivative Ginzburg–Landau SPDE with multiplicative noise
首发时间:2018-11-26
Abstract:In this paper, a Wentzell–Freidlin type large deviation principle is established for the 2-D derivative Ginzburg-Landau equation perturbed by a small multiplicative noise. To study the 2-D case, we introduce some Banach space and give some estimates for the stochastic convolution in such a Banach space, and then we prove the LDP bases on the Laplace principle and on weak convergence approach.
keywords: Large deviations Stochastic 2-D derivative Ginzburg-Landau equation Laplace principle Weak convergence method
点击查看论文中文信息
带可乘白噪声的2维随机Ginzburg-Landan方程的大偏差原理
摘要:本文建立了带可乘白噪声的二维随机Ginzburg-Landau方程的Wentzell-Freidlin型大偏差原理。为了研究二维情形,我们引入了一些Banach空间并对这类Banach空间中的一些随机卷积进行了估计,然后基于拉普拉斯原理和弱收敛方法,我们证明了大偏差原理。
基金:
引用
No.****
动态公开评议
共计0人参与
勘误表
带可乘白噪声的2维随机Ginzburg-Landan方程的大偏差原理
评论
全部评论0/1000