Large deviation for diffusions and Hamilton-Jacobi equation in Hilbert spaces

Annals of Probability

Volumn 34, Issue 1, 2006, Pages 321-385

  Feng, Jin ^a  

^a UNIVERSITY OF MASSACHUSETTS   (United States)

Author keywords

Large deviation; Stochastic evolution equation in Hubert space; Viscosity solution of Hamilton Jacobi equations

Indexed keywords

EID: 33644956853     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/009117905000000567     Document Type: Article

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