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A large deviation principle for stochastic waves

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Stochastic Partial Differential Equations

Using Budhiraja and Dupuis’ approach to large deviations, we shall establish such a principle for a non-linear stochastic wave equation in spatial dimension $d=3$ driven by a noise white in time and coloured in space. Firstly, we will derive a variational representation of the noise and then we will prove suitable convergences leading to the large deviation principle in H”older norm.

This talk is part of the Isaac Newton Institute Seminar Series series.

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