Donsker-Varadhan Large Deviations for Path-Distribution Dependent SPDEs

20 Feb 2020 Ren Panpan Wang Feng-Yu

As an important tool characterizing the long time behavior of Markov processes, the Donsker-Varadhan LDP (large deviation principle) does not directly apply to distribution dependent SDEs/SPDEs since the solutions are non-Markovian. We establish this type LDP for several different models of distribution dependent SDEs/SPDEs which may also with memories, by comparing the original equations with the corresponding distribution independent ones... (read more)

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