搜索结果: 1-1 共查到“概率论 Dynamical Systems”相关记录1条 . 查询时间(0.015 秒)
Moderate Deviation Principle for dynamical systems with small random perturbation
Freidlin-Wentzell’s theorem large deviations moderate deviations Talagrand’s transportation inequality
font style='font-size:12px;'>
2011/9/14
Abstract: Consider the stochastic differential equation in $\rr^d$
dX^{\e}_t&=b(X^{\e}_t)dt+\sqrt{\e}\sigma(X^\e_t)dB_t
X^{\e}_0&=x_0,\quad x_0\in\rr^d
where $b:\rr^d\rightarrow\rr^d$ is $C^1$ s...