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LARGE DEVIATION PRINCIPLE FOR DIFFUSION PROCESSES IN A CONUCLEAR SPACE
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 Title & Authors
LARGE DEVIATION PRINCIPLE FOR DIFFUSION PROCESSES IN A CONUCLEAR SPACE
CHO, NHAN-SOOK;
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 Abstract
We consider a type of large deviation principle obtained by Freidlin and Wentzell for the solution of Stochastic differential 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.
 Keywords
large deviation;strong solution of SPDE;conuclear space;exit probability;
 Language
English
 Cited by
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