Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs

In this paper, we first present a sufficient condition(a variant) for the large deviation criteria of Budhiraja, Dupuis and Maroulas for functionals of Brownian motions. The sufficient condition is particularly more suitable for stochastic differential/partial differential equations with reflection. We then apply the sufficient condition to establish a large deviation principle for obstacle problems of quasi-linear stochastic partial differential equations. It turns out that the backward stochastic differential equations will also play an important role.