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5. Large deviations for stochastic flows and their applications

Large deviations for stochastic flows and their applications

来源 :中国科学：数学英文版 | 被引量 : 0次 | 上传用户：ihsc2Xid84

【摘 要】

：

Large deviations for stochastic flow solutions to SDEs containing a small parameter are studied. The obtained results are applied to establish a Cp, r-large dev

【作 者】

：

GAO Fuqing( 

【机 构】

：

1.DepartmentofMathematics,2.DepartmentofMathematics

【出 处】

：

中国科学：数学英文版

【发表日期】

：

2001年8期

【关键词】

：

关键词 大偏差 伪肯定的分析 随机的流动 能力 Anticipting SDE Keywords Large deviation Quasi-sure anal 

【基金项目】

：

国家自然科学基金，国家重点基础研究发展计划(973计划)

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Large deviations for stochastic flow solutions to SDEs containing a small parameter are studied. The obtained results are applied to establish a Cp, r-large deviation principle for stochastic flows and for solutions to anticipating SDEs. The recent result

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