4.3 Article

Diffusion processes on graphs: stochastic differential equations, large deviation principle

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PROBABILITY THEORY AND RELATED FIELDS
卷 116, 期 2, 页码 181-220

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SPRINGER VERLAG
DOI: 10.1007/PL00008726

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diffusions on graphs; local time; small random perturbation; large deviations

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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.

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