LARGE DEVIATIONS FOR MARKOV-PROCESSES CORRESPONDING TO PDE SYSTEMS

Authors
EIZENBERG A FREIDLIN M
Citation
A. Eizenberg et M. Freidlin, LARGE DEVIATIONS FOR MARKOV-PROCESSES CORRESPONDING TO PDE SYSTEMS, Annals of probability, 21(2), 1993, pp. 1015-1044
Citations number
7
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Annals of probability → ACNP
ISSN journal
00911798
Volume
21
Issue
2
Year of publication
1993
Pages
1015 - 1044
Database
ISI
SICI code
0091-1798(1993)21:2<1015:LDFMCT>2.0.ZU;2-9
Abstract
We continue the study of the asymptotic behavior of Markov processes ( X(epsilon)(t), v(epsilon)(t)) corresponding to systems of elliptic PDE with a small parameter epsilon > 0. In the present paper we consider the case where the process (X(epsilon)(t), v(epsilon)(t)) can leave a given domain D only due to large deviations from the degenerate proces s (X0(t), v0(t)). In this way we study the limit behavior of solutions of corresponding Dirichlet problems.