Probability Theory
Large deviations for invariant measures of general stochastic reaction–diffusion systems
[Grandes déviations pour les mesures invariantes de systèmes généraux d'équations de réaction–diffusion stochastiques]
Comptes Rendus. Mathématique, Tome 337 (2003) no. 9, pp. 597-602.

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 d ,d1, perturbés par un bruit multiplicatif. On considère des termes de réaction qui ne sont pas Lipschitz-continus et des coefficients de diffusion qui ne sont pas bornés et peuvent être dégénérés.

In this paper we prove a large deviations principle for the invariant measures of a class of reaction–diffusion systems in bounded domains of d ,d1, perturbed by a noise of multiplicative type. We consider reaction terms which are not Lipschitz-continuous and diffusion coefficients in front of the noise which are not bounded and may be degenerate.

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DOI : 10.1016/j.crma.2003.09.015
Cerrai, Sandra 1 ; Röckner, Michael 2

1 Dip. di Matematica per le Decisioni, Università di Firenze, Via C. Lombroso 6/17, 50134 Firenze, Italy
2 Fakultät für Mathematik, Universität Bielefeld, 33501 Bielefeld, Germany
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Cerrai, Sandra; Röckner, Michael. Large deviations for invariant measures of general stochastic reaction–diffusion systems. Comptes Rendus. Mathématique, Tome 337 (2003) no. 9, pp. 597-602. doi : 10.1016/j.crma.2003.09.015. http://archive.numdam.org/articles/10.1016/j.crma.2003.09.015/

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[4] S. Cerrai, M. Röckner, Large deviations for stochastic reaction–diffusion systems with multiplicative noise and non-Lipschitz reaction term, Ann. Probab., in press

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