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Large deviation principle for diffusion processes under a sublinear expectation

✍ Scribed by ZengJing Chen, Jie Xiong


Book ID
118814019
Publisher
SP Science China Press
Year
2012
Tongue
English
Weight
222 KB
Volume
55
Category
Article
ISSN
1674-7283

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πŸ“œ SIMILAR VOLUMES


A sample path large deviation principle
✍ Boualem Djehiche; Ingemar Kaj πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 French βš– 196 KB

Gaussian White Noise, super-Brownian motion and the diffusion-limit Fleming-Viot process are examples of such infinite-dimensional Markov processes with continuous paths and L 2 -martingale measures we study in this work as regards to their sample path large deviation probabilities and their associa