• Title/Summary/Keyword: strong solution of SPDE

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LARGE DEVIATION PRINCIPLE FOR DIFFUSION PROCESSES IN A CONUCLEAR SPACE

  • CHO, NHAN-SOOK
    • Communications of the Korean Mathematical Society
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    • v.20 no.2
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    • pp.381-393
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    • 2005
  • 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.