Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs

Anis Matoussi (1)

1 LMM - Laboratoire Manceau de Mathématiques

In this paper, we present a sufficient condition for the large deviation criteria of Budhiraja, Dupuis and Maroulas for functionals of Brownian motions. We then establish a large deviation principle for obstacle problems of quasi-linear stochastic partial differential equations. It turns out that the backward stochastic differential equations will play an important role.

Domaines: Probabilités [math.PR]; Optimisation et contrôle [math.OC]; Equations aux dérivées partielles [math.AP]

Anis Matoussi. Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs. 2018. ⟨hal-01740682⟩