Large deviations for invariant measures of SPDEs with two reflecting walls
In this article, we establish a large deviation principle for invariant measures of solutions of stochastic partial differential equations with two reflecting walls driven by a space–time white noise.
Volume (Year): 122 (2012)
Issue (Month): 10 ()
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- Xu, Tiange & Zhang, Tusheng, 2009. "White noise driven SPDEs with reflection: Existence, uniqueness and large deviation principles," Stochastic Processes and their Applications, Elsevier, vol. 119(10), pages 3453-3470, October.
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