Stochastic evolution equations with a spatially homogeneous Wiener process

被引：90

作者：

Peszat, S

Zabczyk, J

机构：

[1] Polish Acad Sci, Inst Math, PL-00950 Warsaw, Poland

[2] Polish Acad Sci, Inst Math, PL-31027 Krakow, Poland

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1997年 / 72卷 / 02期

关键词：

stochastic partial differential equations; homogeneous Wiener process; random environment; large deviation principle;

D O I：

10.1016/S0304-4149(97)00089-6

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A semilinear parabolic equation on R-d With a non-additive random perturbation is studied. The noise is supposed to be a spatially homogeneous Wiener process. Conditions for the existence and uniqueness of the solution in terms of the spectral measure of the noise are given. Applications to population and geophysical models are indicated. The Freidlin-Wentzell large deviation estimates are obtained as well. (C) 1997 Elsevier Science B.V.

引用

页码：187 / 204

页数：18

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