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SPD

Seminar

A large deviation principle for stochastic waves

Sanz Sole, M (Barcelona)
Wednesday 06 January 2010, 11:30-12:30

Seminar Room 1, Newton Institute

Abstract

Using Budhiraja and Dupuis' approach to large deviations, we shall establish such a principle for a non-linear stochastic wave equation in spatial dimension $d=3$ driven by a noise white in time and coloured in space. Firstly, we will derive a variational representation of the noise and then we will prove suitable convergences leading to the large deviation principle in Hölder norm.

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