LARGE DEVIATION PRINCIPLE FOR SOLUTIONS TO SDE DRIVEN BY MARTINGALE MEASURE

DOI10.4134/CKMS.2006.21.3.543MaRDI QIDQ3628323zbMATH OpenFDO

Authors Nhansook Cho

Publication date 20 May 2009

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

Full work available at URL https://doi.org/10.4134/CKMS.2006.21.3.543

zbMATH Keywords

large deviationmartingale mea-suremild solution of SPDE

Mathematics Subject Classification ID

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

Recommendations

• Large deviation principle for stochastic evolution equations
• Limit theorems on large deviations for semimartingales
• Large deviation principle for some measure-valued processes
• Large deviations for multivalued stochastic differential equations
• LARGE DEVIATIONS FOR SMALL PERTURBATIONS OF SDES WITH NON-MARKOVIAN COEFFICIENTS AND THEIR APPLICATIONS

Cited in

(3)

• Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales
• Stochastic partial differential equation with reflection driven by fractional noises
• Large deviations for stochastic differential equations driven by semimartingales

This page was built for publication: LARGE DEVIATION PRINCIPLE FOR SOLUTIONS TO SDE DRIVEN BY MARTINGALE MEASURE

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3628323)