| 非Lipschitz条件Hilbert空间上扩散过程的短时间大偏差原理 |
| |
| 引用本文： | 费为银.非Lipschitz条件Hilbert空间上扩散过程的短时间大偏差原理[J].数学研究及应用,2011,31(1):142-146. |
| |
| 作者姓名： | 费为银 |
| |
| 作者单位： | 安徽工程科技学院应用数学系，安徽 芜湖 241000 |
| |
| 基金项目： | 国家重点基础研究发展计划(973计划, Grant No.2007CB814901),国家自然科学基金(Grant No.10826098),安徽省自然科学基金(Grant No.090416225),安徽省高校自然科学基金(Grant No.KJ2010A037). |
| |
| 摘 要： | Under the non-Lipschitzian condition, a small time large deviation principle of diffusion processes on Hilbert spaces is established. The operator theory and Gronwall inequality play an important role.
|
| 关 键 词： | small time large deviation principle stochastic evolution equation non-Lipschitzian condition rate function Ito formula. |
| 收稿时间： | 2009/1/21 0:00:00 |
| 修稿时间： | 2010/1/19 0:00:00 |
On Small Time Large Deviation Principle for Diffusion Processes on Hilbert Spaces under Non-Lipschitzian Condition |
| |
| Wei Yin FEI.On Small Time Large Deviation Principle for Diffusion Processes on Hilbert Spaces under Non-Lipschitzian Condition[J].Journal of Mathematical Research with Applications,2011,31(1):142-146. |
| |
| Authors: | Wei Yin FEI |
| |
| Institution: | Department of Applied Mathematics,Anhui Polytechnic University,Anhui 241000,P.R.China |
| |
| Abstract: | Under the non-Lipschitzian condition, a small time large deviation principle of diffusion processes on Hilbert spaces is established. The operator theory and Gronwall inequality play an important role. |
| |
| Keywords: | small time large deviation principle stochastic evolution equation non-Lipschitzian condition rate function It\^o formula |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
| 点击此处可从《数学研究及应用》浏览原始摘要信息 |
| 点击此处可从《数学研究及应用》下载免费的PDF全文 |
