Directory UMM :Data Elmu:jurnal:S:Stochastic Processes And Their Applications:Vol89.Issue1.2000:
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In this section, we will prove a large deviation principle of an average form for the Brownian motion on conguration space.. We assume, for example, the
We prove existence, uniqueness and comparison theorems for a class of parabolic semilinear stochastic partial dierential equations with nonlinearities of polynomial growth in the
Note that Iosifescu and Grigorescu (1990) present a wide range of pointwise a.s., log–log laws and weak convergence results and some invariance principles for dependent
A large deviation principle is established for stochastic dierential equation systems with slow and fast components and small diusions in the slow component.. All
Following the strategy adopted in Section 4 for the Kawasaki dynamics, we divide the proof of Theorem 6.1 into three steps: Tightness, identication of the limit, and under
Sequences of covariances satisfying the conditions in previous propositions appear naturally when the spectral density of the covariance sequence { r ( k ) } has some dis-
Along the way, we prove Marchaud inequalities, saturation and quasi- r monotonicity theorems, existence theorems for derivatives and clarify a statement made by Lubinsky in [5,
The model neuron’s average evoked postsynaptic (output) current (A) and its deviation (B) as functions of average presynaptic (input) current and deviation.... The average
