Heida, Martin and Röger, Matthias (2018) Large deviation principle for a stochastic Allen--Cahn equation. Journal of Theoretical Probability 31(1), 31 (1). pp. 1-18. (Submitted)
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Official URL: http://DOI:10.1007/s10959-016-0711-7
Abstract
Abstract. In this paper we consider the Allen–Cahn equation perturbed by a stochastic flux term and prove a large deviation principle. Using an associated stochastic flow of diffeomorphisms the equation can be transformed to a parabolic partial differential equation with random coefficients. We use this structure and first provide a large deviation principle for stochastic flows in function spaces with Hölder-continuity in time. Second, we use a continuity argument and deduce a large deviation principle for the stochastic Allen–Cahn equation.
Item Type: | Article |
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Subjects: | Mathematical and Computer Sciences > Mathematics > Applied Mathematics |
Divisions: | Department of Mathematics and Computer Science > Institute of Mathematics |
ID Code: | 2664 |
Deposited By: | Monika Drueck |
Deposited On: | 17 Jan 2022 17:03 |
Last Modified: | 17 Jan 2022 17:03 |
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