随机微分方程大偏差的一个稳定性结论及其应用(英文)

A Steady Result for Large Deviation in SDE With an Application

本文证明了对可能退化的扰动泛函型随机微分方程，其漂移项增加适当的扰动不改变大偏差性质．该结果应用于漂移系数在一个超曲面上跳跃的退化扩散过程．

Adding an appropriate perturbation to the drift does not change the large deviation property for a perturbed functional stochastic defferential equation which can be degenerate. This result is applied to a degenerate diffusion process with drift jumping on a hypersurface.