LARGE DEVIATION PRINCIPLE FOR STOCHASTIC-EVOLUTION EQUATIONS

• 成果类型: Article
• 署名作者: PESZAT, S
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/BF01311351
• 发表日期: 1994
• 页码: 113-136
• 关键词: random perturbations; systems

摘要

The large deviation principle obtained by Freidlin and Wentzell for measures associated with finite-dimensional diffusions is extended to measures given by stochastic evolution equations with non-additive random perturbations. The proof of the main result is adopted from the Priouret paper concerning finite-dimensional diffusions. Exponential tail estimates for infinite-dimensional stochastic convolutions are used as main tools.