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Large deviation of small perturbation of some unstable systems

 

作者: Tzuu-Shuh Chiang,   Shuenn-Jyi Sheu,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1997）
卷期: Volume 15, issue 1  

页码: 31-50

 

ISSN:0736-2994

 

年代: 1997

 

DOI:10.1080/07362999708809462

 

出版商: Marcel Dekker, Inc.

 

关键词: Ventcel-Freidlin Theory;Local Time;Cameron-Martin-Girsanov Formula;Random Time Change;Large Deviation Principle

 

数据来源: Taylor

 

摘要:

In this paper, we consider the Ventcel-Freidlin theory of the following unstable I-dim stochastic differential equations:andwhere c≥0 is a non –negative constantand Btis a standatd Brownian motion. System (1) is unstable in the sense that its deterministic system (ϵ

 

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