Affiliation:
1. Department of Mathematics, University of Maryland, College Park, MD 20742, USA
Abstract
As is known, the solution of problem (1) converges to the solution of problem (3) uniformly on any finite time interval as μ ↓ 0. We study relations between large deviations for these two processes [Formula: see text] and [Formula: see text] as ε ↓ 0. A special attention is paid to the case of linear systems, when the quasi-potential is calculated explicitly.
Publisher
World Scientific Pub Co Pte Lt
Cited by
27 articles.
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