Large deviations for an obstacle problem with T-monotone operator and multiplicative noise

Yassine Tahraoui

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arXiv · 2308.02206

Large deviations for an obstacle problem with T-monotone operator and multiplicative noise

Yassine Tahraoui

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Abstract

In this paper, we study the large deviation principle (LDP) for obstacle problems governed by a T-monotone operator and small multiplicative stochastic reaction. Our approach relies on a combination of new sufficient condition to prove LDP by Matoussi, Sabbagh and Zhang [Appl. Math. Optim. 2021] and Lewy-Stampacchia inequalities to manage the Lagrange-multiplier associated with the obstacle.

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Yassine Tahraoui. 2023-08-04. Large deviations for an obstacle problem with T-monotone operator and multiplicative noise. https://arxiv.org/abs/2308.02206

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