一类随机过程的经验测度的大偏差定理

A Large Deviation Theorem for Empirical Measures of a class of Stochastic Processes

  • 摘要: 本文证明了一类随机过程的经验测度的大偏差定理,其中这类随机过程是一个随机发展过程解的小扰动。

     

    Abstract: In this paper, we prove a large deviation theorem for empircal measures of a clase of stochas tic processes, which are small pertubations of the solution of a random evolution in Rdd≥1).

     

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