LARGE DEVIATION PRINCIPLE FOR DIFFUSION PROCESSES IN A CONUCLEAR SPACE

DOI10.4134/CKMS.2005.20.2.381MaRDI QIDQ3370002zbMATH OpenOpenAlexFDO

Authors Nhansook Cho

Publication date 6 February 2006

Published in Communications of the Korean Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4134/ckms.2005.20.2.381

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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• Large deviation principle for diffusion processes under a sublinear expectation
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• Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes

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