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Teoriya Veroyatnostei i ee Primeneniya, 2002, Volume 47, Issue 4, Pages 772–780
DOI: https://doi.org/10.4213/tvp3781 (Mi tvp3781) 		 
Short Communications

On sde and semigroup approximations and large deviations

A. Yu. Veretennikov

A. A. Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences
Full-text PDF (804 kB)
DOI: https://doi.org/10.4213/tvp3781
Abstract: Sufficient conditions are established under which Legendre transformations of a rate function for a solution of a stochastic differential equation (SDE) on a finite-dimensional torus and its Euler approximation scheme are close, and a bound for their difference is provided.
Keywords: stochastic differential equations, approximate solution, large deviation, positive operators.
Received: 29.11.2001
English version:
Theory of Probability and its Applications, 2003, Volume 47, Issue 4, Pages 733–741
DOI: https://doi.org/10.1137/S0040585X97980075
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. Yu. Veretennikov, “On sde and semigroup approximations and large deviations”, Teor. Veroyatnost. i Primenen., 47:4 (2002), 772–780; Theory Probab. Appl., 47:4 (2003), 733–741
Citation in format AMSBIB
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\jour Theory Probab. Appl.
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  • https://www.mathnet.ru/eng/tvp/v47/i4/p772
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