Large deviation theorem for empirical measures of degenerate diffusion processes

MaRDI QIDQ2779103zbMATH OpenFDO

Authors Xiuqin Liu, Fubao Xi

Publication date 2 December 2002

Published in Journal of Beijing Institute of Technology. English Edition (Search for Journal in Brave)

zbMATH Keywords

empirical measureslarge deviation theoremmultidimensional degenerate diffusion processesstochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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• Donsker theorems for occupation measures of multi-dimensional periodic diffusions

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