- Current Issue - Ahead of Print Articles - All Issues - Search - Open Access - Information for Authors - Downloads - Guideline - Regulations ㆍPaper Submission ㆍPaper Reviewing ㆍPublication and Distribution - Code of Ethics - For Authors ㆍOnlilne Submission ㆍMy Manuscript - For Reviewers - For Editors
 Estimates in exist probability for solutions of nuclear space-valued SDE Bull. Korean Math. Soc. 2001 Vol. 38, No. 1, 129-136 Nhansook Cho Hansung University Abstract : We consider a solution process of stochastic differential equation(SDE) driven by $\Cal S'(R^d)$-valued Wiener process and study a large deviation type of estimates for the process. We get an upper bound in exit probability for such a process to leave a ball of radius $r$ before a finite time $t$. We apply the Ito formula to the SDE under the structure of nuclear space. Keywords : exit probability, Ito formular, SDE in $\Cal S'(R^d)$ MSC numbers : 60H, 60H15 Downloads: Full-text PDF