Nonlinear stochastic Laplace equation: Large Deviations and Measure Concentration

Abstract

In this paper, a large deviation principle for the strong solution of the p-Laplace equation on unbounded domain driven by small multiplicative Brownian noise is established. The weak convergence approach and the localized time increment estimate plays a crucial role to establish the large deviation principle. Moreover, based on the Girsanov transformation and the standard L2-uniqueness approach, the quadratic transportation cost information inequality is proved for the strong solution to the underlying problem which then implies the measure concentration phenomenon.