A large deviation principle for small perturbations of random evolution equations in Hölder norm

In this paper, it is shown that the Wentzell-Freidlin large deviations estimates for random evolution equations still hold with the sup-norm replaced by any Hölder norm with exponent .

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Year of publication:	1997
Authors:	Hu, Yi-Jun
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 68.1997, 1, p. 83-99
Publisher:	Elsevier
Keywords:	Large deviations Holder norm Random evolution equations Wentzell-Freidlin theory

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875183