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Large Deviations for Two-Time-Scale Diffusions, with

โœ Scribed by Harold J. Kushner


Publisher
Springer
Year
2010
Tongue
English
Weight
624 KB
Volume
62
Category
Article
ISSN
0095-4616

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Large deviation for pinned covering diff
โœ Kanji Ichihara ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ French โš– 149 KB

We shall establish large deviations for the pinned motions of a periodic diffusion process on n dimensional Euclidean space and the Brownian motion on 2 dimensional Lobachevsky space. It will be shown that the rate functions for the large deviations are corresponding to the infinitesimal generators