<p>In this paper, we study the large deviation principle (LDP) for obstacle problems governed by a T-monotone operator and small multiplicative stochastic reaction. Our approach relies on a combination of new sufficient condition to prove LDP by Matoussi et al. (Appl. Math. Optim. <b>83</b>, 849–879, 2021) and Lewy-Stampacchia inequalities to manage the Lagrange multiplier associated with the obstacle.</p>

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Large Deviations for an Obstacle Problem with T-monotone Operator and Multiplicative Noise

  • Yassine Tahraoui

摘要

In this paper, we study the large deviation principle (LDP) for obstacle problems governed by a T-monotone operator and small multiplicative stochastic reaction. Our approach relies on a combination of new sufficient condition to prove LDP by Matoussi et al. (Appl. Math. Optim. 83, 849–879, 2021) and Lewy-Stampacchia inequalities to manage the Lagrange multiplier associated with the obstacle.