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Volumn 34, Issue 1, 1996, Pages 1-27

Large deviations for diffusion processes in duals of nuclear spaces

Author keywords

Large deviation; Nuclear space; Stochastic differential equation

Indexed keywords

APPROXIMATION THEORY; DIFFERENTIAL EQUATIONS; MATHEMATICAL MODELS; NEUROPHYSIOLOGY; STATE SPACE METHODS;

EID: 0030181789     PISSN: 00954616     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF01182470     Document Type: Article
Times cited : (6)

References (12)
  • 1
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    • Propagation of chaos and the McKean-Vlasov equation in duals of nuclear spaces
    • Chiang TS, Kallianpur G, Sundar P (1991) Propagation of chaos and the McKean-Vlasov equation in duals of nuclear spaces. Appl Math Optim 24:55-83
    • (1991) Appl Math Optim , vol.24 , pp. 55-83
    • Chiang, T.S.1    Kallianpur, G.2    Sundar, P.3
  • 2
    • 0001356070 scopus 로고
    • Large deviations from the McKean-Vlasov limit for weakly interacting diffusions
    • Dawson D, Gärtner J (1987) Large deviations from the McKean-Vlasov limit for weakly interacting diffusions. Stochastics 20:247-308
    • (1987) Stochastics , vol.20 , pp. 247-308
    • Dawson, D.1    Gärtner, J.2
  • 3
    • 0001290826 scopus 로고
    • Continuity properties of Gaussian processes with multidimensional time parameter
    • University of California Press, Berkeley, CA
    • Garsia A (1970) Continuity properties of Gaussian processes with multidimensional time parameter. Proc. Sixth Berkeley Symp. Math. Stat. Prob. University of California Press, Berkeley, CA, vol 2, pp 369-374
    • (1970) Proc. Sixth Berkeley Symp. Math. Stat. Prob. , vol.2 , pp. 369-374
    • Garsia, A.1
  • 4
    • 38249041273 scopus 로고
    • Tightness problem and stochastic evolution equation arising from fluctuation phenomena for interacting diffusions
    • Hitsuda M, Mitoma I (1986) Tightness problem and stochastic evolution equation arising from fluctuation phenomena for interacting diffusions. J. Multivariate Anal 19:311-328
    • (1986) J. Multivariate Anal , vol.19 , pp. 311-328
    • Hitsuda, M.1    Mitoma, I.2
  • 6
    • 1642338362 scopus 로고
    • Diffusion equations in duals of nuclear spaces
    • Kallianpur G, Mitoma I, Wolpert RL (1990) Diffusion equations in duals of nuclear spaces. Stochastics 29:1-45
    • (1990) Stochastics , vol.29 , pp. 1-45
    • Kallianpur, G.1    Mitoma, I.2    Wolpert, R.L.3
  • 7
    • 0028500263 scopus 로고
    • Asymptotic behavior of a system of interacting nuclear-space-valued stochastic differential equations driven by Poisson random measures
    • Kallianpur G, Xiong J (1994) Asymptotic behavior of a system of interacting nuclear-space-valued stochastic differential equations driven by Poisson random measures. Appl Math Optim 30:175-201
    • (1994) Appl Math Optim , vol.30 , pp. 175-201
    • Kallianpur, G.1    Xiong, J.2
  • 8
    • 0003225839 scopus 로고
    • Gaussian Measures in Banach Spaces
    • Springer-Verlag, Berlin
    • Kuo HH (1975) Gaussian Measures in Banach Spaces. Lecture Notes in Mathematics, vol 463. Springer-Verlag, Berlin
    • (1975) Lecture Notes in Mathematics , vol.463
    • Kuo, H.H.1
  • 9
    • 0001453306 scopus 로고
    • Propagation of Chaos for a Class of Non-Linear Parabolic Equations
    • Catholic University of America, Washington, DC
    • McKean HP (1967) Propagation of Chaos for a Class of Non-Linear Parabolic Equations. Lecture Series in Differential Equations, vol II. Catholic University of America, Washington, DC, pp 177-194
    • (1967) Lecture Series in Differential Equations , vol.2 , pp. 177-194
    • McKean, H.P.1
  • 10
    • 25444436868 scopus 로고
    • Large deviations for stochastic evolution equations in duals of nuclear Fréchet spaces
    • Pérez-Abreu V, Tudor C (1994) Large deviations for stochastic evolution equations in duals of nuclear Fréchet spaces. Stoch Anal Appl 12:249-260
    • (1994) Stoch Anal Appl , vol.12 , pp. 249-260
    • Pérez-Abreu, V.1    Tudor, C.2
  • 12
    • 0001293553 scopus 로고
    • Nonlinear reflecting diffusion process, and the propagation of chaos and fluctuations associated
    • Sznitman AS (1984) Nonlinear reflecting diffusion process, and the propagation of chaos and fluctuations associated. J. Funct Anal 56:311-336
    • (1984) J. Funct Anal , vol.56 , pp. 311-336
    • Sznitman, A.S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.