Open Access
February 2018 Large deviations for stochastic heat equation with rough dependence in space
Yaozhong Hu, David Nualart, Tusheng Zhang
Bernoulli 24(1): 354-385 (February 2018). DOI: 10.3150/16-BEJ880

Abstract

In this paper, we establish a large deviation principle for the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and which has the covariance of a fractional Brownian motion with Hurst parameter $H\in (\frac{1}{4},\frac{1}{2})$ in the space variable.

Citation

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Yaozhong Hu. David Nualart. Tusheng Zhang. "Large deviations for stochastic heat equation with rough dependence in space." Bernoulli 24 (1) 354 - 385, February 2018. https://doi.org/10.3150/16-BEJ880

Information

Received: 1 September 2015; Revised: 1 June 2016; Published: February 2018
First available in Project Euclid: 27 July 2017

zbMATH: 1379.60069
MathSciNet: MR3706761
Digital Object Identifier: 10.3150/16-BEJ880

Keywords: fractional Brownian motion , large deviations , Stochastic heat equation

Rights: Copyright © 2018 Bernoulli Society for Mathematical Statistics and Probability

Vol.24 • No. 1 • February 2018
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