Flow decomposition and large deviations

Journal of Functional Analysis

Volumn 140, Issue 1, 1996, Pages 23-67

  Arous, Gérard Ben ^a   Castell, Fabienne ^a  

^a UNIVERSITÉ PARIS SACLAY   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0030601278     PISSN: 00221236     EISSN: None     Source Type: Journal    
DOI: 10.1006/jfan.1996.0097     Document Type: Article

References (11)

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2. 2. P. Baldi and M. Sanz-Solé, Modulus of continuity for stochastic flows, Progress in Probability, Vol. 32, Birkhäuser, Basel, 1993.
3. 3. C. Bezuidenhout, Singular perturbation of degenerate diffusion, Ann. Probab. 15, No. 3 (1987), 1014-1043.
4. 4. J. M. Bismut, A generalized formula of Ito and some other properties of stochastic flows, Z. Warsch. 55 (1981), 331-350.
5. 5. H. Doss, Lien entre équations différentielles stochastiques et ordinaires, Ann. Inst. H. Poincaré Nouv. Ser. Sect. B 13 (1977), 99-125.
6. 6. H. Doss, Un nouveau principe de grandes déviations en théorie du filtrage non linéaire, Ann. Inst. H. Poincaré 27, No. 3 (1991), 407-423.
7. 7. H. Doss and D. W. Stroock, Nouveaux résultats concernant les petites perturbations de systèmes dynamiques, J. Funct. Anal. 101, No. 2 (1991), 370-391.
8. 8. M. I. Freidlin and A. D. Wentzell, Small random perturbations of dynamical systems, Russian Math. Surveys 25 (1970), 1-55.
9. 9. H. Kunita, On the decomposition of solutions of stochastic differential equations. Stochastic Integrals, in "Proceedings, LMS Durham Symposium, 1980," Lecture Notes in Mathematics, Vol. 851, pp. 213-255, Springer-Verlag, Berlin/Heidelberg/New York, 1981.
10. 10. A. Millet, D. Nualart, and M. Sanz-Solé, Large deviations for a class of anticipating stochastic differential equations, Ann. Probab. 20, No. 4 (1992), 1902-1931.
11. 11. J. T. Rabeherimanana, "Petites perturbations de systèmes dynamiques et algèbres de Lie nilpotentes," Thèse de l'Université Paris 7, 1992.