کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
7550091 | 1489922 | 2018 | 48 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
The paper concerns itself with establishing large deviation principles for a sequence of stochastic integrals and stochastic differential equations driven by general semimartingales in infinite-dimensional settings. The class of semimartingales considered is broad enough to cover Banach space-valued semimartingales and the martingale random measures. Simple usable expressions for the associated rate functions are given in this abstract setup. As illustrated through several concrete examples, the results presented here provide a new systematic approach to the study of large deviation principles for a sequence of Markov processes.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 128, Issue 7, July 2018, Pages 2179-2227
Journal: Stochastic Processes and their Applications - Volume 128, Issue 7, July 2018, Pages 2179-2227
نویسندگان
Arnab Ganguly,