Large deviations for multidimensional SDEs with reflection

Details Large deviations for multidimensional SDEs with reflection Large deviations for multidimensional SDEs with reflection

2007-05-03

arxiv.org/abs/0705.0405v1

Mathematics

Probability

25 pages

Scientific paper

The large deviations principles are established for a class of
multidimensional degenerate stochastic differential equations with reflecting
boundary conditions. The results include two cases where the initial conditions
are adapted and anticipated.

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