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LARGE DEVIATION PRINCIPLE FOR SOLUTIONS TO SDE DRIVEN BY MARTINGALE MEASURE - MaRDI portal

LARGE DEVIATION PRINCIPLE FOR SOLUTIONS TO SDE DRIVEN BY MARTINGALE MEASURE

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Publication:3628323

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DOI10.4134/CKMS.2006.21.3.543zbMath1165.60315MaRDI QIDQ3628323

Nhansook Cho

Publication date: 20 May 2009

Published in: Communications of the Korean Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

large deviation martingale mea-sure mild solution of SPDE

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (2)

Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales ⋮ Stochastic partial differential equation with reflection driven by fractional noises

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