RUS  ENG
Full version
JOURNALS // Matematicheskii Sbornik // Archive

Mat. Sb., 1994 Volume 185, Number 11, Pages 41–56 (Mi sm939)

Parabolic equations with a small parameter, and large deviations for diffusion processes

S. Ya. Makhno


Abstract: Nonlinear second-order parabolic equations with a small parameter at the highest derivative and coefficients depending on this parameter are considered. Under weak convergence in $L_{2,\mathrm{loc}}$ of the coefficients of the equation, uniform convergence on compacta of solutions to a generalized solution of a first-order partial differential equation is established. This result is used to justify the principle of large deviations for diffusion processes with small diffusion and coefficients that converge weakly in $L_{2,\mathrm{loc}}$.

UDC: 517.21+517.956

MSC: Primary 35K15, 35K55, 60J60; Secondary 60H15, 60F10

Received: 13.09.1993


 English version:
Russian Academy of Sciences. Sbornik. Mathematics, 1995, 83:2, 331–346

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024