Large deviations for an obstacle problem with T-monotone operator and multiplicative noise
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arXiv
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| Format: | Preprint |
| Publié: |
2023
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| _version_ | 1866913539568959488 |
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| author | Tahraoui, Yassine |
| author_facet | Tahraoui, Yassine |
| contents | 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, Sabbagh and Zhang [Appl. Math. Optim. 2021] and Lewy-Stampacchia inequalities to manage the Lagrange-multiplier associated with the obstacle. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2308_02206 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Large deviations for an obstacle problem with T-monotone operator and multiplicative noise Tahraoui, Yassine Probability Analysis of PDEs 35K86, 35R35, 60F10, 60H15 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, Sabbagh and Zhang [Appl. Math. Optim. 2021] and Lewy-Stampacchia inequalities to manage the Lagrange-multiplier associated with the obstacle. |
| title | Large deviations for an obstacle problem with T-monotone operator and multiplicative noise |
| topic | Probability Analysis of PDEs 35K86, 35R35, 60F10, 60H15 |
| url | https://arxiv.org/abs/2308.02206 |