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Large deviations estimates for semilinear stochastic equations

  • Stochastic Equations And Diffusions. Approximation Of Diffusions
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Stochastic Differential Systems

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 96))

Abstract

In the note large deviations estimates of Freidlin-Wentzell are extended to stochastic, semilinear equations on Banach spaces.

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Author information

Authors and Affiliations

  1. Institute of Mathematics, Technical University of Warsaw, Warsaw, Poland

    W. Smoleński

  2. Department of Mathematics, University of Warsaw, PKiN, Warsaw, Poland

    R. Sztencel

  3. Institute of Mathematics, Polish Academy of Sciences, Warsaw, Poland

    J. Zabczyk

Authors
  1. W. Smoleński
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  2. R. Sztencel
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  3. J. Zabczyk
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Editor information

Hans Jürgen Engelbert Wolfgang Schmidt

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© 1987 Springer-Verlag

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Smoleński, W., Sztencel, R., Zabczyk, J. (1987). Large deviations estimates for semilinear stochastic equations. In: Engelbert, H.J., Schmidt, W. (eds) Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 96. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0038938

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  • DOI: https://doi.org/10.1007/BFb0038938

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-18010-4

  • Online ISBN: 978-3-540-47245-2

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