On Small Time Large Deviation Principle for Diffusion Processes on Hilbert Spaces under Non-Lipschitzian Condition  

作　　者：Wei Yin FEI 

机构地区：[1]Department of Applied Mathematics, Anhui Polytechnic University, Anhui 241000, P. R. China

出　　处：《Journal of Mathematical Research and Exposition》2011年第1期142-146,共5页数学研究与评论（英文版）

基　　金：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);Anhui Natural Science Foundation of Universities (Grant No.KJ2010A037)

摘　　要：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.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.

关 键 词：small time large deviation principle stochastic evolution equation non-Lipschitzian condition rate function Ito formula. 

分 类 号：O211.63[理学—概率论与数理统计]