Large deviations for solutions of one dimensional Itô equations
نویسندگان
چکیده
منابع مشابه
Large Deviations for the One - Dimensional Edwards Model
ONE-DIMENSIONAL EDWARDS MODEL Mar h 6, 2002 Rem o van der Hofstad 1 2 Frank den Hollander 3 Wolfgang K onig 4 Abstra t: In this paper we prove a large deviation prin iple for the empiri al drift of a onedimensional Brownian motion with self-repellen e alled the Edwards model. Our results extend earlier work in whi h a law of large numbers, respe tively, a entral limit theorem were derived. In ...
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In this paper we prove a large deviation principle for the empirical drift of a onedimensional Brownian motion with self-repellence called the Edwards model. Our results extend earlier work in which a law of large numbers, respectively, a central limit theorem were derived. In the Edwards model a path of length T receives a penalty eT , where HT is the self-intersection local time of the path a...
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ژورنال
عنوان ژورنال: Theory of Probability and Mathematical Statistics
سال: 2015
ISSN: 0094-9000,1547-7363
DOI: 10.1090/tpms/954