Large deviations for invariant measures of stochastic reaction–diffusion systems with multiplicative noise and non-Lipschitz reaction term

نویسندگان

  • Sandra Cerrai
  • Michael Röckner
چکیده

In this paper we prove a large deviations principle for the invariant measures of a class of reaction–diffusion systems in bounded domains of Rd , d 1, perturbed by a noise of multiplicative type. We consider reaction terms which are not Lipschitzcontinuous and diffusion coefficients in front of the noise which are not bounded and may be degenerate. This covers for example the case of Ginzburg–Landau systems with unbounded and possibly degenerate multiplicative noise.  2004 Elsevier SAS. All rights reserved. Résumé Dans cet article on prouve un principe de grandes déviations pour les mesures invariantes de systèmes de réaction–diffusion stochastiques dans des domaines bornés de Rd , d 1, perturbés par un bruit multiplicatif. On considère des termes de réaction qui ne sont pas lipschitziens et des coefficients de diffusion qui ne sont pas bornés et peuvent être dégénérés. Ceci s’applique par exemple au cas de systèmes de Ginzburg–Landau avec bruit multiplicatif non borné et éventuellement dégénéré.  2004 Elsevier SAS. All rights reserved.

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تاریخ انتشار 2005