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LARGE DEVIATION PRINCIPLE FOR DIFFUSION PROCESSES IN A CONUCLEAR SPACE

  • Published : 2005.04.01

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.

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