• Title/Summary/Keyword: strong solution of SPDE

Search Result 1, Processing Time 0.013 seconds

LARGE DEVIATION PRINCIPLE FOR DIFFUSION PROCESSES IN A CONUCLEAR SPACE

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