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Large Deviations For Gaussian Perturbations Of Heat Equation

Posted on:2009-02-07Degree:MasterType:Thesis
Country:ChinaCandidate:X X WangFull Text:PDF
GTID:2120360272962366Subject:Basic mathematics
Abstract/Summary:PDF Full Text Request
We study the heat equation in the infinite interval of space subject to a Gaussian noise, white in time and color in spaceFirst we introduce the stochastic integral about the Gaussian noise. Then in Chapter 2 we study of large deviations and the action functional for Gaussian noise. In Chapter3 we give a solution of the above stochastic partial differential equation, deduce that the large deviations principle holds for the stochastic process defined by it and calculate its action functional.
Keywords/Search Tags:Heat equation, Gaussian noise, martingale measure, action functional, Large Deviations
PDF Full Text Request
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