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http://dx.doi.org/10.4134/CKMS.2005.20.2.381

LARGE DEVIATION PRINCIPLE FOR DIFFUSION PROCESSES IN A CONUCLEAR SPACE  

CHO, NHAN-SOOK (Department of general education Hansung University)
Publication Information
Communications of the Korean Mathematical Society / v.20, no.2, 2005 , pp. 381-393 More about this Journal
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;
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