Large deviations for infinite dimensional stochastic dynamical systems
نویسندگان
چکیده
منابع مشابه
Large Deviations for Infinite Dimensional Stochastic Dynamical Systems
The large deviations analysis of solutions to stochastic differential equations and related processes is often based on approximation. The construction and justification of the approximations can be onerous, especially in the case where the process state is infinite dimensional. In this paper we show how such approximations can be avoided for a variety of infinite dimensional models driven by s...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2008
ISSN: 0091-1798
DOI: 10.1214/07-aop362