메뉴 건너뛰기




Volumn 118, Issue 4, 2000, Pages 483-521

A general non-convex large deviation result with applications to stochastic equations

Author keywords

Abstract large deviations; It stochastic equations; Non convex rate functions

Indexed keywords


EID: 0034552775     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/PL00008752     Document Type: Article
Times cited : (26)

References (23)
  • 1
    • 38149147148 scopus 로고
    • Large deviations for vector valued lévy processes
    • de Acosta, A.: Large deviations for vector valued Lévy processes. Stoch. Proc. and Appl., 51, 75-115 (1994)
    • (1994) Stoch. Proc. and Appl. , vol.51 , pp. 75-115
    • De Acosta, A.1
  • 2
    • 0001439771 scopus 로고
    • Projective systems in large deviation theory II: Some applications
    • Birkhäuser, Boston, MA
    • de Acosta, A.: Projective systems in large deviation theory II: some applications. In: Probability in Banach spaces 9, Progress in Probability, 35, 241-250. Birkhäuser, Boston, MA, (1994)
    • (1994) Probability in Banach Spaces 9, Progress in Probability , vol.35 , pp. 241-250
    • De Acosta, A.1
  • 3
    • 0038922257 scopus 로고    scopus 로고
    • Exponential tightness and projective systems in large deviation theory
    • Springer-Verlag, New York
    • de Acosta, A.: Exponential tightness and projective systems in large deviation theory. In: Festschrift for Lucien Le Cam, 143-156. Springer-Verlag, New York, (1997)
    • (1997) Festschrift for Lucien Le Cam , pp. 143-156
    • De Acosta, A.1
  • 5
    • 0001748544 scopus 로고
    • Large deviations and stochastic homogenization
    • Baldi, P.: Large deviations and stochastic homogenization. Ann. Mat. Pure Appl., 151, 161-177 (1988)
    • (1988) Ann. Mat. Pure Appl. , vol.151 , pp. 161-177
    • Baldi, P.1
  • 6
    • 0011586477 scopus 로고
    • Large deviations by the asymptotic value method
    • Birkhäuser, Boston
    • Bryc, W.: Large deviations by the asymptotic value method. In: Diffusion Processes and Related Problems in Analysis, I. 447-472. Birkhäuser, Boston, (1990)
    • (1990) Diffusion Processes and Related Problems in Analysis , vol.1 , pp. 447-472
    • Bryc, W.1
  • 7
    • 0003232835 scopus 로고
    • Representation of semimartingale Markov processes in terms of Wiener Processes and Poisson random measures
    • Birkhäuser, Boston
    • Cinlar, E., Jacod, J.: Representation of semimartingale Markov processes in terms of Wiener Processes and Poisson random measures. In: Seminar on Stochastic processes 1981, 159-242. Birkhäuser, Boston (1981)
    • (1981) Seminar on Stochastic Processes 1981 , pp. 159-242
    • Cinlar, E.1    Jacod, J.2
  • 8
    • 0001356070 scopus 로고
    • Large deviations from the McKean-Vlasov limit for interacting diffusions
    • Dawson, D., Gärtner, J.: Large deviations from the McKean-Vlasov limit for interacting diffusions. Stochastics, 20, 247-308 (1987)
    • (1987) Stochastics , vol.20 , pp. 247-308
    • Dawson, D.1    Gärtner, J.2
  • 12
    • 0002334734 scopus 로고
    • Large deviations for a general class of dependent random vectors
    • Ellis, R.S.: Large deviations for a general class of dependent random vectors. Ann. Probab., 12, 1-12 (1984)
    • (1984) Ann. Probab. , vol.12 , pp. 1-12
    • Ellis, R.S.1
  • 15
    • 0002019542 scopus 로고
    • On large deviations from the invariant measure
    • Gärtner, J.: On large deviations from the invariant measure. Theory Probab. Appl., 22, 24-39 (1977)
    • (1977) Theory Probab. Appl. , vol.22 , pp. 24-39
    • Gärtner, J.1
  • 16
    • 0039586201 scopus 로고
    • Mckean-Vlasov Ito-Skorohod equations and non-linear diffusions with discrete jump sets
    • Graham, C.: McKean-Vlasov Ito-Skorohod equations and non-linear diffusions with discrete jump sets. Stoch. Proc. Appl., 40, 69-82 (1992)
    • (1992) Stoch. Proc. Appl. , vol.40 , pp. 69-82
    • Graham, C.1
  • 19
    • 0003449560 scopus 로고
    • Addison-Wesley, Reading, Mass.
    • Lang, S.: Analysis II. Addison-Wesley, Reading, Mass., (1969)
    • (1969) Analysis II , vol.2
    • Lang, S.1
  • 20
    • 0002756598 scopus 로고
    • Limit theorems on large deviations for semimartingales
    • Liptser, R.S., Pukhalskii, A.A.: Limit theorems on large deviations for semimartingales. Stochastics and Stoch. Rep., 38, 201-249 (1992)
    • (1992) Stochastics and Stoch. Rep. , vol.38 , pp. 201-249
    • Liptser, R.S.1    Pukhalskii, A.A.2
  • 21
    • 0038922254 scopus 로고    scopus 로고
    • Large deviations in Linear Spaces
    • O'Brien, G.L., Sun, J.: Large deviations in Linear Spaces. Probab. Math. Stat., 16, 261-273 (1996)
    • (1996) Probab. Math. Stat. , vol.16 , pp. 261-273
    • O'Brien, G.L.1    Sun, J.2
  • 23
    • 84956137282 scopus 로고
    • On small random perturbations of dynamical systems
    • Wentzell, A.D., Freidlin, M.I.: On small random perturbations of dynamical systems. Russian Math. Surveys, 25, 1-55 (1970)
    • (1970) Russian Math. Surveys , vol.25 , pp. 1-55
    • Wentzell, A.D.1    Freidlin, M.I.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.