Large deviations for a Burgers'-type SPDE

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Abstract

We prove a large deviation principle for a class of semilinear stochastic partial differential equations driven by the space-time white noise. This class of equation contains as special cases Burgers equation and the parabolic SPDEs perturbed by the space-time white noise. © 1999 Elsevier Science B.V.

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Cardon-Weber, C. (1999). Large deviations for a Burgers’-type SPDE. Stochastic Processes and Their Applications, 84(1), 53–70. https://doi.org/10.1016/S0304-4149(99)00047-2

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