PROBLEM OF LARGE DEVIATIONS FOR MARKOV RANDOM EVOLUTIONS WITH INDEPENDENT INCREMENTS IN THE SCHEME OF ASYMPTOTICALLY SMALL DIFFUSION

被引：4

作者：

Korolyuk, V. S. ^{[1
]}

机构：

[1] Natl Acad Sci Ukraine, Inst Math, Kiev, Ukraine

来源：

UKRAINIAN MATHEMATICAL JOURNAL | 2010年 / 62卷 / 05期

关键词：

Brownian Motion; Singular Perturbation; Asymptotic Representation; Diffusion Approximation; Markov Jump;

D O I：

10.1007/s11253-010-0384-9

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The problem of large deviations for random evolutions with independent increments is solved in the scheme of asymptotically small diffusion by passing to the limit in the nonlinear (exponential) generator of semigroups by using the solution of the problem of singular perturbation for a reducibly invertible operator.

引用

页码：739 / 747

页数：9

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