Abstract
In this paper we prove a precise asymptotic estimate for Laplace type functionals of a certain class of hyperbolic SPDEs. We use a large deviation principle, the stochastic Taylor’s expansion introduced by Azencott, and some methods of representation and estimation for our stochastic partial differential equation.
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Rovira, C., Tindel, S. (2001). Sharp Laplace Asymptotics for a Hyperbolic SPDE. In: Decreusefond, L., Øksendal, B.K., Üstünel, A.S. (eds) Stochastic Analysis and Related Topics VII. Progress in Probability, vol 48. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-0157-1_10
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DOI: https://doi.org/10.1007/978-1-4612-0157-1_10
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Publisher Name: Birkhäuser, Boston, MA
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Online ISBN: 978-1-4612-0157-1
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