论文标题
非lipschitz漂移的希尔伯特空间中随机方程的大偏差
Large Deviations for Stochastic equations in Hilbert Spaces with non-Lipschitz drift
论文作者
论文摘要
我们证明了freidlin-wentzell在无限二维希尔伯特空间中的随机微分方程的结果，该方程受到圆柱状维纳过程的扰动。我们不认为漂移是Lipschitz连续的，而是最多只能与线性生长保持连续。我们的结果尤其适用于大量的非线性分数扩散方程，并受到时空白噪声的干扰。
We prove a Freidlin-Wentzell result for stochastic differential equations in infinite-dimensional Hilbert spaces perturbed by a cylindrical Wiener process. We do not assume the drift to be Lipschitz continuous, but only continuous with at most linear growth. Our result applies, in particular, to a large class of nonlinear fractional diffusion equations perturbed by a space-time white noise.
