Large deviation for diffusions and Hamilton-Jacobi equation in Hilbert spaces (Q2493182)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviation for diffusions and Hamilton-Jacobi equation in Hilbert spaces |
scientific article |
Statements
Large deviation for diffusions and Hamilton-Jacobi equation in Hilbert spaces (English)
0 references
12 June 2006
0 references
The author proves large deviations for Markov processes by means of the associated Hamilton-Jacobi equation techniques, and illustrates the method to a class of Hilbert-space-valued small diffusion processes.
0 references
0 references
