Abstract
Motivated by applications to neurophysiological problems, various authors have studied diffusion processes in duals of countably Hilbertian nuclear spaces governed by stochastic differential equations. In these models the diffusion coefficients describe the random stimuli received by spatially extended neurons. In this paper we present a large deviation principle for such processes when the diffusion terms tend to zero in terms of a small parameter. The lower bounds are established by making use of the Girsanov formula in abstract Wiener space. The upper bounds are obtained by Gaussian approximation of the diffusion processes and by taking advantage of the nuclear structure of the state space to pass from compact sets to closed sets.
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This research was partially supported by the National Science Foundation and the Air Force Office of Scientific Research Grant No. F49620-92-J-0154 and the Army Research Office Grant No. DAAL03-92-G-0008.
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Xiong, J. Large deviations for diffusion processes in duals of nuclear spaces. Appl Math Optim 34, 1–27 (1996). https://doi.org/10.1007/BF01182470
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DOI: https://doi.org/10.1007/BF01182470