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Large Deviation Principle for Diffusion Processes in a Conuclear Space

Nhansook Cho
대한수학회 (The Korean Mathematical Society)|2005.04|대한수학회논문집 (Communications of the KMS)|제20권 제2호|pp. 381-393

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Abstract

We consider a type of large deviation principle ob-tained by Freidlin and Wentzell for the solution of Stochastic dif-ferential equations in a conuclear space. We are using exponential tail estimates and exit probability of a Ito process. The nuclear structure of the state space is also used.

참고문헌 (11)

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  4. "Di？？usion approximation of nuclear space-valuedstochastic di？？erential equations driven by Poisson random measures", 5, pp.493~517 (1995)
  5. "Large deviations for a class of stochastic partial di？？erential equations", 24, pp.320~345 (1996)
  6. "Large deviation principle for a stochasticheat equation", 8, pp.1~39 (2003)
  7. "Large deviation estimates for semi-linear stochastic equations Proceedings IFIP Conference on Stochastic Di？？er-ential Systems", pp.218~231 (1986)
  8. "Exponential Tail estimates for in？", pp.323~333 (1992)
  9. "Large deviation principle for stochastic evolution equations", 98, pp.113~136 (1994)
  10. "An introduction to stochastic partial di？？erential equations", 1180, pp.265~439 (1986)
  11. "Large deviations for di？？usion processes in dual of nuclear spaces", 34, pp.1~27 (1996)

관련 논문AI추천

On the large deviation property of random measures on the $d$-dimensional Euclidean spaceDae Sik Hwang대한수학회 · 대한수학회논문집2002 · 제17권 제1호Large Deviation Principle for solutions to SDE driven by martingale measure조난숙대한수학회 · 대한수학회논문집2006 · 제21권 제3호On the Hausdorff measure for a trajectory of a Brownian motion in l_2Nhansook Cho대한수학회 · 대한수학회논문집2002 · 제17권 제1호Limit theorems for partial sum processes of a Gaussian SequenceYong-Kab Choi, Kyo-Shin Hwang, Hee-Jin Moon, Tae-S대한수학회 · 대한수학회지2004 · 제41권 제6호Limit of solutions of a SPDE driven by martingale measure with reflectionNhansook Cho, Youngmee Kwon대한수학회 · 대한수학회논문집2003 · 제18권 제4호An analogue of Wiener measure and its applications류근식, 임만규대한수학회 · 대한수학회지2002 · 제39권 제5호

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