Abstract
The Large Deviations Principle (LDP) was formulated by S.R.S. Varadhan [21] in 1966. Its validity for stochastic differential equations has been established in the sixties and in the seventies by M. Schilder [18], M. Freidlin and A. Wentzell
The paper presents several large deviations theorems obtained in the eighties for stochastic equations in the infinite dimensional spaces, sketches some of their proofs and reports on new results.
The final version of the paper was written while the author was at the Mathematics Institute, University of Warwick, England, Winter 1989.
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© 1989 Springer-Verlag
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Zabczyk, J. (1989). On large deviations for stochastic evolution equations. In: Zabczyk, J. (eds) Stochastic Systems and Optimization. Lecture Notes in Control and Information Sciences, vol 136. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0002685
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DOI: https://doi.org/10.1007/BFb0002685
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