LARGE DEVIATIONS FOR MARKOV-PROCESSES CORRESPONDING TO PDE SYSTEMS
成果类型：
Article
署名作者：
EIZENBERG, A; FREIDLIN, M
署名单位：
University System of Maryland; University of Maryland College Park
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1176989280
发表日期：
1993
页码：
1015-1044
关键词：
摘要：
We continue the study of the asymptotic behavior of Markov processes (X(epsilon)(t), v(epsilon)(t)) corresponding to systems of elliptic PDE with a small parameter epsilon > 0. In the present paper we consider the case where the process (X(epsilon)(t), v(epsilon)(t)) can leave a given domain D only due to large deviations from the degenerate process (X0(t), v0(t)). In this way we study the limit behavior of solutions of corresponding Dirichlet problems.