A large deviation principle of reflecting diffusions
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Publication:1392430
DOI10.11650/twjm/1500406935zbMath1002.60571OpenAlexW1846456398MaRDI QIDQ1392430
Publication date: 9 January 2003
Published in: Taiwanese Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.11650/twjm/1500406935
Related Items (5)
Large deviation principles for stochastic volatility models with reflection ⋮ Small perturbations of random evolution equations with reflection in Hölder norm ⋮ Large deviation principle for a backward stochastic differential equation with subdifferential operator ⋮ Large deviation principle for reflected stochastic differential equations driven by G-Brownian motion in non-convex domains ⋮ Large deviations of currents in diffusions with reflective boundaries
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