Diffusion processes on graphs: stochastic differential equations,large deviation principle |
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| Authors: | Mark Freidlin Shuenn-Jyi Sheu |
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| Affiliation: | (1) Department of Mathematics, University of Maryland, College Park, Maryland 20742, USA, US;(2) Institute of Mathematics, Academia Sinica, Nankang, Taipei, Taiwan 11529, ROC. e-mail: sheusj@math.sinica.edu.tw, CN |
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| Abstract: | ![]()
Ito's rule is established for the diffusion processes on the graphs. We also consider a family of diffusions processes with small noise on a graph. Large deviation principle is proved for these diffusion processes and their local times at the vertices. Received: 12 February 1997 / Revised version: 3 March 1999 |
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| Keywords: | Mathematics Subject Classification (1991): Primary 60J60 Secondary 60H10, 60J55, 60F10 |
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