TY - JOUR
T1 - Flow decomposition and large deviations
AU - Arous, Gérard Ben
AU - Castell, Fabienne
PY - 1996/8/25
Y1 - 1996/8/25
N2 - We study large deviations properties related to the behavior, as ε goes to 0, of diffusion processes generated by ε2L1 + L2, where L1 and L2 are two second-order differential operators, extending recent results of Doss and Stroock and Rabeherimanana. The main tool is the decomposition theorem for flows of stochastic differential equations proved by Bismut and Kunita. We give another application of flow decomposition in a nonlinear filtering problem.
AB - We study large deviations properties related to the behavior, as ε goes to 0, of diffusion processes generated by ε2L1 + L2, where L1 and L2 are two second-order differential operators, extending recent results of Doss and Stroock and Rabeherimanana. The main tool is the decomposition theorem for flows of stochastic differential equations proved by Bismut and Kunita. We give another application of flow decomposition in a nonlinear filtering problem.
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U2 - 10.1006/jfan.1996.0097
DO - 10.1006/jfan.1996.0097
M3 - Article
AN - SCOPUS:0030601278
SN - 0022-1236
VL - 140
SP - 23
EP - 67
JO - Journal of Functional Analysis
JF - Journal of Functional Analysis
IS - 1
ER -