LARGE DEVIATIONS FOR SMALL PERTURBATIONS OF SDES WITH NON-MARKOVIAN COEFFICIENTS AND THEIR APPLICATIONS
LARGE DEVIATIONS FOR SMALL PERTURBATIONS OF SDES WITH NON-MARKOVIAN COEFFICIENTS AND THEIR APPLICATIONS
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非马尔可夫系数SDES小扰动大偏差及其应用
DOI：
10.1142/s0219493706001840
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发表时间：
2006
期刊：
影响因子：
--
通讯作者：
Jicheng Liu
中科院分区：
文献类型：
--
作者：
F. Gao;Jicheng Liu
我们证明了在保持器范数和Sobolev范数下，具有非马尔可夫系数的偏微分方程的小扰动解的大偏差原理。作为应用，我们得到了一个大偏差原理的预期SDES的解决方案的（r，p）容量的Wiener空间。
We prove large deviation principles for solutions of small perturbations of SDEs in Holder norms and Sobolev norms, where the SDEs have non-Markovian coefficients. As an application, we obtain a large deviation principle for solutions of anticipating SDEs in terms of (r, p) capacities on the Wiener space.