Noises, stochastic flows and 𝐸₀-semigroups

Author(s):  
Jirô Akahori β—½  
Masaki Izumi β—½  
Shinzo Watanabe
Keyword(s):  
10.21236/ada191966 β—½  
1987 β—½  
Author(s):  
Richard F. Serfozo

2002 β—½  
Vol 124 (1) β—½  
pp. 73-99 β—½  
Author(s):  
Kimberly Kinateder β—½  
Patrick McDonald
Keyword(s):  
Itô Formula β—½  

1996 β—½  
Vol 24 (2) β—½  
pp. 547-558 β—½  
Author(s):  
Franco Flandoli
Keyword(s):  
Second Order β—½  

2007 β—½  
Vol 22 (3) β—½  
pp. 343-352
Author(s):  
Qiaoling Zhao β—½  
Guojun Yan
Keyword(s):  

2010 β—½  
Vol 10 (03) β—½  
pp. 315-339 β—½  
Author(s):  
A. A. DOROGOVTSEV β—½  
O. V. OSTAPENKO

We establish the large deviation principle (LDP) for stochastic flows of interacting Brownian motions. In particular, we consider smoothly correlated flows, coalescing flows and Brownian motion stopped at a hitting moment.


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