Citation: | LIU Xiu qin, XI Fu bao. Large Deviation Theorem for Empirical Measures of Degenerate Diffusion Processes[J].JOURNAL OF BEIJING INSTITUTE OF TECHNOLOGY, 2001, 10(3): 233-239. |
[1] |
M ikami T.L ar ge deviations theorems for empir ical measur es in F reidlin W entzell ex it problem[J]. Ann Probab,1991,19:58-82.
|
[2] |
Freidlin M I,W entzell A D.Random per turbations of dynamic system[M]. N ew Yor k:Springer,1984.
|
[3] |
Xi Fubao.A lar ge deviation theorem for empir ical measures of a class of stochastic pr ocesses[J]. Chiness Journal o f Applied Probability and Statistics(in Chinese),1998,14(2):165-172.
|
[4] |
Q ian M inping.T he introduction of random processes(in Chinese)[M]. Beijing:Peking U niversity P ress,1990.
|
[5] |
Freidlin M I.Functional integration and part ial differ ential equation[M]. P rinceton:PrincetonU niversity P ress,1985.
|