Large Deviations for a Class of Semilinear Stochastic Partial   Differential Equations
  We prove the large deviations principle (LDP) for the law of the solutions to a class of semilinear stochastic partial differential equations driven by multiplicative noise. Our proof is based on the weak convergence approach and significantly improves earlier methods. 
Mohammud Foondun and Leila Setayeshgar
math.PR