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Large Deviation Principle for a Stochastic Heat Equation With Spatially Correlated Noise

   
@article{EJP146,
	author = {David Marquez-Carreras and Monica Sarra},
	title = {Large Deviation Principle for a Stochastic Heat Equation With Spatially Correlated Noise},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {8},
	year = {2003},
	keywords = {Stochastic partial differential equation, stochastic heat equation, Gaussian noise, large deviation principle},
	abstract = {In this paper we prove a large deviation principle (LDP) for a perturbed stochastic heat equation defined on $[0,T]\times [0,1]^d$. This equation is driven by a Gaussian noise, white in time and correlated in space. Firstly, we show the Holder continuity for the solution of the stochastic heat equation. Secondly, we check that our Gaussian process satisfies an LDP and some requirements on the skeleton of the solution. Finally, we prove the called Freidlin-Wentzell inequality. In order to obtain all these results we need precise estimates of the fundamental solution of this equation.},
	pages = {no. 12, 1-39},
	issn = {1083-6489},
	doi = {10.1214/EJP.v8-146},    
        url = {http://ejp.ejpecp.org/article/view/146}}