A large deviation principle for the stochastic heat equation with general rough noise
Abstract
We study Freidlin-Wentzell's large deviation principle for one dimensional nonlinear stochastic heat equation driven by a Gaussian noise: ∂ u(t,x)∂ t = ∂2 u(t,x)∂ x2+ σ(t, x, u(t,x))W(t,x), t> 0,\, x∈R, where W is white in time and fractional in space with Hurst parameter H∈( 14, 12). Recently, Hu and Wang ( Ann. Inst. Henri Poincar\'e Probab. Stat. 58 (2022) 379-423) studied the well-posedness of this equation without the technical condition of σ(0)=0 which was previously assumed in Hu et al. ( Ann. Probab. 45 (2017) 4561-4616). We adopt a new sufficient condition proposed by Matoussi et al. ( Appl. Math. Optim. 83 (2021) 849-879) for the weak convergence criterion of the large deviation principle.
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