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Large Deviation Principles for a Type of Diffusion Processes on Euclidean Space
http://hdl.handle.net/2261/278
http://hdl.handle.net/2261/2781ced7855-1aad-49d9-93f5-fa8180b8ecfd
名前 / ファイル | ライセンス | アクション |
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jms100305.pdf (226.6 kB)
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Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||
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公開日 | 2008-03-04 | |||||
タイトル | ||||||
タイトル | Large Deviation Principles for a Type of Diffusion Processes on Euclidean Space | |||||
言語 | ||||||
言語 | eng | |||||
キーワード | ||||||
主題 | large deviation principle | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | diffusion process | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | Euclidean space | |||||
主題Scheme | Other | |||||
資源タイプ | ||||||
資源 | http://purl.org/coar/resource_type/c_6501 | |||||
タイプ | departmental bulletin paper | |||||
著者 |
Liang, Song
× Liang, Song |
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抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | We consider a class of diffusion processes on Euclidean spaces, with the drift terms not weaker than linear order. We show large deviation principles for empirical distributions of positions for pinned processes under some explicit conditions in terms of the coefficients of the generator. Such a problem was discussed by Donsker-Varadhan under some implicit conditions. | |||||
書誌情報 |
Journal of mathematical sciences, the University of Tokyo 巻 10, 号 3, p. 555-578, 発行日 2003 |
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ISSN | ||||||
収録物識別子タイプ | ISSN | |||||
収録物識別子 | 13405705 | |||||
書誌レコードID | ||||||
収録物識別子タイプ | NCID | |||||
収録物識別子 | AA11021653 | |||||
フォーマット | ||||||
内容記述タイプ | Other | |||||
内容記述 | application/pdf | |||||
日本十進分類法 | ||||||
主題 | 415 | |||||
主題Scheme | NDC | |||||
Mathematical Reviews Number | ||||||
MR2002478 | ||||||
Mathmatical Subject Classification | ||||||
60F10(MSC1991) | ||||||
Mathmatical Subject Classification | ||||||
60J60(MSC1991) | ||||||
出版者 | ||||||
出版者 | Graduate School of Mathematical Sciences, The University of Tokyo | |||||
原稿受領日 | ||||||
2002-12-09 |