Large deviations for perturbed reflected diffusion processes
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Cites work
- Beta Variables as Times Spent in [0, ∞[ By Certain Perturbed Brownian Motions
- Enlacements du Mouvement Brownien Autour Des Courbes de L'Espace
- Large deviations for a class of anticipating stochastic differential equations
- Large deviations for stochastic systems with memory
- Pathwise uniqueness for perturbed versions of Brownian motion and reflected Brownian motion
- Perturbed Brownian motions
- Perturbed Skorohod equations and perturbed reflected diffusion processes
- Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion
Cited in
(7)- Large deviations for neutral stochastic functional differential equations
- Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients
- Large deviation principle for reflected Poisson driven stochastic differential equations in epidemic models
- Numerical solutions of doubly perturbed stochastic delay differential equations driven by Lévy process
- Large deviation principles for stochastic volatility models with reflection
- Large deviations of currents in diffusions with reflective boundaries
- Strong convergence of Euler-Maruyama schemes for doubly perturbed McKean-Vlasov stochastic differential equations
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