Large deviation for diffusions and Hamilton-Jacobi equation in Hilbert spaces
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Publication:2493182
DOI10.1214/009117905000000567zbMath1091.60002arXivmath/0602655OpenAlexW3103377576MaRDI QIDQ2493182
Publication date: 12 June 2006
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0602655
Continuous-time Markov processes on general state spaces (60J25) Large deviations (60F10) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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