Large deviations for multidimensional SDEs with reflection

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dc.creatorLiang, Zongxia
dc.date2007-05-03
dc.date.accessioned2026-07-07T07:59:15Z
dc.date.available2026-07-07T07:59:15Z
dc.descriptionThe 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.
dc.description25 pages
dc.identifierhttps://arxiv.org/abs/0705.0405
dc.identifierhttp://arxiv.org/abs/0705.0405
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/128301
dc.subjectProbability
dc.subjectPrimary 60F10, 60H10 ; Secondary 60J50, 60J60
dc.titleLarge deviations for multidimensional SDEs with reflection
dc.typetext

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