Uniform large deviations for parabolic SPDEs and applications

Annie Millet (1, 2) , Fabien Chenal (1)

1 LPMA - Laboratoire de Probabilités et Modèles Aléatoires
2 MODAL'X - Modélisation aléatoire de Paris X

Mots clés: Brownian sheet; Parabolic stochastic partial differential equation; Uniform large deviations; Exit time of a domain; Hölder continuous functions

Domaines: Probabilités [math.PR]

Annie Millet, Fabien Chenal. Uniform large deviations for parabolic SPDEs and applications. Stochastic Processes and their Applications, 1997, 72 (2), pp.161-186. ⟨10.1016/S0304-4149(97)00091-4⟩. ⟨hal-00258041⟩