马小翠

• 1:济宁学院数学系

摘要(Abstract)：

给出了{(Xε(t),Zε(t));ε>0,t∈[0,T]}的经验测度的大偏差速结果.Xε(t)满足下面的随机微分方程:dXε(t)=εdB(t)+b(Xε(t),Zε(t))dtXε(0)=x,Zε(t)为n个状态随机过程.

关键词(KeyWords)： 随机过程;经验测度;大偏差

Abstract:

Keywords:

基金项目(Foundation): 山东省教育厅科技计划项目(J07WH03)

作者(Author): 马小翠

DOI: 10.16393/j.cnki.37-1436/z.2008.05.003

参考文献(References)：

• [1]Mikami T.Large Deviations Theorems for Empirical Measures in Freidlin Wentzell Exit Problems[J].Ann.Probab,1991,19(1):58-82.
• [2]Xi Fubao.ALarge Deviations for Empirical Measures of a class of Stochastic Processes[J].Chinese Journal of Applied Probabili-ty and Statistics,1998,14(2):165-175.
• [3]Bezuidenhout C.A Large Deviations Principle for Small Pertubations of Random Evolution Equations[J].Ann.Probab,1987,15(2):646-658.