On Small Time Large Deviation Principle for Diffusion Processes on Hilbert Spaces under Non-Lipschitzian Condition
Received:January 21, 2009  Revised:January 19, 2010
Key Word: small time large deviation principle   stochastic evolution equation   non-Lipschitzian condition   rate function   It\^o formula.  
Fund ProjectL:Supported by the National Basic Research Program of China (973 Program, Grant No.2007CB814901), the National Natural Science Foundation of China (Grant No.10826098), the Natural Science Foundation of Anhui Province (Grant No.090416225) and Anhui Natural Science Foundation of Universities (Grant No.KJ2010A037).
Author NameAffiliation
Wei Yin FEI Department of Applied Mathematics, Anhui Polytechnic University, Anhui 241000, P. R. China 
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Abstract:
      Under the non-Lipschitzian condition, a small time large deviation principle of diffusion processes on Hilbert spaces is established. The operator theory and Gronwall inequality play an important role.
Citation:
DOI:10.3770/j.issn:1000-341X.2011.01.016
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