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On Small Time Large Deviation Principle for Diffusion Processes on Hilbert Spaces under Non-Lipschitzian Condition

On Small Time Large Deviation Principle for Diffusion Processes on Hilbert Spaces under Non-Lipschitzian Condition
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摘要 Under the non-Lipschitzian condition, a small time large deviation principle of diffusion processes on Hilbert spaces is established. The operator theory and Gronwall inequality play an important role. Under the non-Lipschitzian condition, a small time large deviation principle of diffusion processes on Hilbert spaces is established. The operator theory and Gronwall inequality play an important role.
作者 Wei Yin FEI
出处 《Journal of Mathematical Research and Exposition》 CSCD 2011年第1期142-146,共5页 数学研究与评论(英文版)
基金 Supported by the National Basic Research Program of China (973 Program,Grant No.2007CB814901) the National Natural Science Foundation of China (Grant No.10826098) the Natural Science Foundation of Anhui Province (Grant No.090416225) Anhui Natural Science Foundation of Universities (Grant No.KJ2010A037)
关键词 small time large deviation principle stochastic evolution equation non-Lipschitzian condition rate function Ito formula. small time large deviation principle stochastic evolution equation non-Lipschitzian condition rate function Ito formula.
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