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Large deviations for empirical measures of switching diffusion processes with small parameters
  • ISSN号：1673-3452
  • 期刊名称：Frontiers of Mathematics in China
  • 时间：2015.8
  • 页码：949-963
  • 分类：O211.6[理学—概率论与数理统计;理学—数学] TB115[理学—数学;理学—应用数学]
  • 作者机构：[1]School of Mathematics, Beijing Institute of Technology, Beijing 100081, China, [2]Department of Mathematics, Jining University, Qufu273155, China
  • 相关基金：The authors would like to thank the referees for providing many helpful comments and suggestions. Research of the second author was supported in part by the National Natural Science Foundation of China （Grant No. 11171024）.
  • 相关项目：带切换的Levy型过程理论及其应用
作者： Ma, Xiaocui|Xi, Fubao|
关键词： 大偏差原理, 扩散过程, 小参数, 切换, 渐进性, Switching diffusion process, empirical measure, large deviation
中文摘要：

我们与 Markovian 切换考虑散开过程的 asymptotic 性质。为一个一般盒子，我们为与小参数交换散开过程的实验措施证明一个大偏差原则。

英文摘要：

We consider the asymptotic property of the diffusion processes with Markovian switching. For a general case, we prove a large deviation principle for empirical measures of switching diffusion processes with small parameters.

同期刊论文项目
带切换的Levy型过程理论及其应用
期刊论文 20 会议论文 1
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期刊信息
  • 《中国数学前沿：英文版》
  • 主管单位:中华人民共和国教育部
  • 主办单位:高等教育出版社
  • 主编：张恭庆
  • 地址：北京市朝阳区惠新东街4号富盛大厦15层
  • 邮编：100029
  • 邮箱：
  • 电话：010-58556485
  • 国际标准刊号：ISSN：1673-3452
  • 国内统一刊号：ISSN：11-5739/O1
  • 邮发代号:80-964
  • 获奖情况:
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  • 被引量:10