Large deviations for perturbed reflected diffusion processes

被引：7

作者：

Bo, Lijun ^{[2
]}

Zhang, Tusheng ^{[1
]}

机构：

[1] Univ Manchester, Dept Math, Manchester M13 9PL, Lancs, England

[2] Xidian Univ, Dept Math, Xian 710071, Peoples R China

来源：

STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES | 2009年 / 81卷 / 06期

关键词：

large deviations; perturbed diffusion processes; uniform Freidlin-Ventzell estimates; BROWNIAN-MOTION; EQUATIONS;

D O I：

10.1080/17442500801981084

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this article, we establish a large deviation principle for the solutions of perturbed reflected diffusion processes. The key is to prove a uniform Freidlin-Ventzell estimate of perturbed diffusion processes.

引用

页码：531 / 543

页数：13

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