本文研究了带干扰的积分高斯过程的破产概率.利用经典大偏差的方法,在一定的条件下,得到了相应概率的对数渐近式及测度族的大偏差原理.结果表明在不带干扰的情形下与已有结果一致.
We derive the exact asymptotic behavior of the ruin probability for the Gaussian integrated processes disturbed by diffusion.By traditional method of large deviations,we obtain the logarithmic asymptotic for the probabilities and large deviation principle for the corresponding measures.The results show that it is identical to the result when the process is not disturbed by the diffusion.