摘要
本文证明一类间断非时齐系统的大偏差结果，给出大偏差速率函数．
In this paper we prove the large deviation result for a perturbed discontinuous system.The rate functional is given. Differently from that in Chiang and Sheu's work, the system we study is nonhomogeneous.
出处
《数学进展》
CSCD
北大核心
1998年第2期166-174,共9页
Advances in Mathematics（China）
关键词
大偏差原理
非时齐系统
C-M-G定理
large deviation principle
It's formula
Cameron Martin Girsanov theorem
