논문KCI 등재
Large Deviation Principle for solutions to SDE driven by martingale measure
대한수학회 (The Korean Mathematical Society)|2006.07|대한수학회논문집 (Communications of the KMS)|제21권 제3호|pp. 543-558
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Abstract
We consider a type of large deviation principle(LDP)using Freidlin-Wentzell exponential estimates for the solutions toperturbed stochastic differential equations(SDEs) driven byMartingale measure(Gaussian noise). We are using exponential tailestimates and exit probability of a diffusion process. Referringto Freidlin- Wentzell inequality, we want to show another approachto get LDP for the solutions to SDEs.
참고문헌 (9)
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- "Large deviations for a class of stochastic partial differential equations" (1996)
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- "Large deviation principle for stochasticevolution equations" (1994)
- "An introduction to stochasticpartial differential equations" (1986)
관련 논문AI추천
Limit of solutions of a SPDE driven by martingale measure with reflectionNhansook Cho, Youngmee Kwon대한수학회 · 대한수학회논문집2003 · 제18권 제4호Comparison for solutions of a SPDE driven by martingalemeasure조난숙대한수학회 · 대한수학회보2005 · 제42권 제2호Large Deviation Principle for Diffusion Processes in a Conuclear SpaceNhansook Cho대한수학회 · 대한수학회논문집2005 · 제20권 제2호On the large deviation property of random measures on the $d$-dimensional Euclidean spaceDae Sik Hwang대한수학회 · 대한수학회논문집2002 · 제17권 제1호Comparison for solutions of a SPDE driven by martingaleNhansook Cho대한수학회 · 대한수학회보2005 · 제42권 제2호Stochastic differential equations driven by an additive fractional Brownian sheetOussama El Barrimi, Youssef Ouknine대한수학회 · 대한수학회보2019 · 제56권 제2호
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