Title of article :
Flow Decomposition and Large Deviations
Author/Authors :
Arous، نويسنده , , Gérard Ben and Castell، نويسنده , , Fabienne، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1996
Pages :
45
From page :
23
To page :
67
Abstract :
We study large deviations properties related to the behavior, asεgoes to 0, of diffusion processes generated byε2L1+L2, whereL1andL2are two second-order differential operators, extending recent results of Doss and Stroock and Rabeherimanana. The main tool is the decomposition theorem for flows of stochastic differential equations proved by Bismut and Kunita. We give another application of flow decomposition in a nonlinear filtering problem.
Journal title :
Journal of Functional Analysis
Serial Year :
1996
Journal title :
Journal of Functional Analysis
Record number :
1547614
Link To Document :
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