由随机发展方程调制的马氏过程的容度大偏差原理

A Large Deviation Principle of Capacity for the Markov Process Modulated by the Stochastic Evolution Equation

给出了{(Xε(t),Zε(t));ε>0,t∈[0,T]}的容度大偏差定理.其中Xε(t)满足下面的随机微分方程:dXε(t)=■εσ(Xε(t))dw(t)+b(Xε(t),Zε(t))dt,Zε(t)为有限个状态的随机过程.

In this paper, We discuss a large deviation principle of capacity for {（X^s（t）,Z^ε（t））;ε〉0,t∈[0,T]}determined by dX^ε（t）=（√εσ（t））dw（t）＋b（X^ε（t）,Z^ε（t））dt,Z^ε（t）is an n- state process.