Large deviations for multidimensional SDEs with reflection
Probability
2007-05-23 v1
Abstract
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.
Keywords
Cite
@article{arxiv.0705.0405,
title = {Large deviations for multidimensional SDEs with reflection},
author = {Zongxia Liang},
journal= {arXiv preprint arXiv:0705.0405},
year = {2007}
}