대한수학회논문집 (Communications of the Korean Mathematical Society)

  • 제20권2호
  • /
  • Pages.381-393
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  • 2005
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  • 1225-1763(pISSN)
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  • 2234-3024(eISSN)
대한수학회 (Korean Mathematical Society)
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LARGE DEVIATION PRINCIPLE FOR DIFFUSION PROCESSES IN A CONUCLEAR SPACE

  • 발행 : 2005.04.01
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초록

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.

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참고문헌

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