Large deviation for diffusions and Hamilton-Jacobi equation in Hilbert spaces (Q2493182)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviation for diffusions and Hamilton-Jacobi equation in Hilbert spaces |
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Large deviation for diffusions and Hamilton-Jacobi equation in Hilbert spaces (English)
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12 June 2006
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The author proves large deviations for Markov processes by means of the associated Hamilton-Jacobi equation techniques, and illustrates the method to a class of Hilbert-space-valued small diffusion processes.
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