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arXiv · 2004.11656

Large Deviations for Stochastic equations in Hilbert Spaces with non-Lipschitz drift

Umberto Pappalettera
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Abstract

We prove a Freidlin-Wentzell result for stochastic differential equations in infinite-dimensional Hilbert spaces perturbed by a cylindrical Wiener process. We do not assume the drift to be Lipschitz continuous, but only continuous with at most linear growth. Our result applies, in particular, to a large class of nonlinear fractional diffusion equations perturbed by a space-time white noise.

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BibTeXRIS

Umberto Pappalettera. 2020-04-24. Large Deviations for Stochastic equations in Hilbert Spaces with non-Lipschitz drift. https://doi.org/10.1016/j.spa.2022.07.004

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