Large deviations for diffusion processes with homogenization and applications (Q1176147)
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scientific article; zbMATH DE number 13530
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| English | Large deviations for diffusion processes with homogenization and applications |
scientific article; zbMATH DE number 13530 |
Statements
Large deviations for diffusion processes with homogenization and applications (English)
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25 June 1992
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A family of periodic diffusion processes in \(R^ n\) with homogenization and a small parameter at the diffusion coefficient is analyzed. Large deviation principle and the law of iterated logarithm are established.
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periodic diffusion processes
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homogenization
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law of iterated logarithm
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0.8088513612747192
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0.8023262023925781
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0.7930796146392822
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