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[1]
Bezuidenhout,C.A Large deviation principle for small perturbations of random evolution equations, Ann. Probab . 1987
A unified approach to the large deviations for small perturbations of random evolution equations
被引：0
作者：
胡亦钧
机构：
[1] Wuhan 430072
[2] Wuhan University
[3] Department of Mathematics
[4] China
基金：
中国国家自然科学基金;
关键词：
large deviations;
random evolution equations;
small perturbations;
D O I：
暂无
中图分类号：
O242 [数学模拟、近似计算];
学科分类号：
070102 ;
摘要：
Let be the processes governed by the following stochastic differential equations:where v (t) is a random process independent of the Brownian motion B(·).Some large deviation (LD) properties of are proved.For a particular case,an explicit representation of the rate function is also given,which solves a problem posed by Eizenberg and Freidlin.In the meantime,an abstract LD theorem is obtained.
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页码：697 / 706
页数：10
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