| On Small Time Large Deviation Principle for Diffusion Processes on Hilbert Spaces under Non-Lipschitzian Condition |
| Received:January 21, 2009 Revised:January 19, 2010 |
| Key Words:
small time large deviation principle stochastic evolution equation non-Lipschitzian condition rate function It\^o formula.
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| Fund Project:Supported by the National Basic Research Program of China (973 Program, Grant No.2007CB814901), the National Natural Science Foundation of China (Grant No.10826098), the Natural Science Foundation of Anhui Province (Grant No.090416225) and Anhui Natural Science Foundation of Universities (Grant No.KJ2010A037). |
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| Abstract: |
| Under the non-Lipschitzian condition, a small time large deviation principle of diffusion processes on Hilbert spaces is established. The operator theory and Gronwall inequality play an important role. |
| Citation: |
| DOI:10.3770/j.issn:1000-341X.2011.01.016 |
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