most citedLarge deviation for diffusions and Hamilton--Jacobi equation in Hilbert spaces

18 citations · 18 across the 1 of their papers we have counts for

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1 paper

math.PR2006★ 18 cited

Large deviation for diffusions and Hamilton--Jacobi equation in Hilbert spaces

Jin Feng

Large deviation for Markov processes can be studied by Hamilton--Jacobi equation techniques. The method of proof involves three steps: First, we apply a nonlinear transform to gene…