(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
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