An extension of the ventcel- freidlin large deviation principle

DOI10.1080/17442508808833512zbMath0695.60035OpenAlexW2065969363MaRDI QIDQ5899727

Nigel J. Cutland

Publication date: 1988

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508808833512

zbMATH Keywords

large deviation principlenonstandard analysisaction functionalLoeb measurefunctional stochastic differential equationsnonstandard representation of the action functional

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Large deviations (60F10) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Nonstandard models in mathematics (03H05) Nonstandard analysis (26E35)

Related Items (3)

Large deviations for empirical measures with degenerate limiting distribution ⋮ The allure of infinitesimals: Sergio Albeverio and nonstandard analysis ⋮ Large deviations for a simple closed queueing model

Cites Work

• Infinitesimal methods in control theory: deterministic and stochastic
• A non-standard representation for Brownian motion and Ito integration
• Nonstandard Measure Theory and its Applications
• Infinitesimals in Action
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