Large Deviation Principle for Diffusion Processes in a Conuclear Space
Commun. Korean Math. Soc. 2005 Vol. 20, No. 2, 381-393 Printed June 1, 2005
Nhansook Cho Hansung University
Abstract : We consider a type of large deviation principle obtained by Freidlin and Wentzell for the solution of Stochastic differential equations in a conuclear space. We are using exponential tail estimates and exit probability of a Ito process. The nuclear structure of the state space is also used.
Keywords : large deviation, strong solution of SPDE, conuclear space, exit probability
