ISSN:
1432-2064
Keywords:
Mathematics Subject Classification (1991): Primary 60J60; Secondary 60H10, 60J55, 60F10
;
Key words and phrases: Diffusions on graphs – Local time – Small random perturbation – Large deviations
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract. Ito's rule is established for the diffusion processes on the graphs. We also consider a family of diffusions processes with small noise on a graph. Large deviation principle is proved for these diffusion processes and their local times at the vertices.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/PL00008726