Nonlinear semigroup associated with maximizing operator and large deviation

MaRDI QIDQ5488902zbMATH OpenFDO

Authors Fujisaki Masatoshi

Publication date 25 September 2006

zbMATH Keywords

large deviationmaximizing operatornonlinear semigroupsprincipal eigenvalueuniformly elliptic second order differential operators

Mathematics Subject Classification ID

Semigroups of nonlinear operators (47H20) Large deviations (60F10) Numerical solutions to stochastic differential and integral equations (65C30) Optimal stochastic control (93E20)

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