Large deviations for multidimensional SDEs with reflection ∗
نویسنده
چکیده
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. MSC(2000): Primary 60F10, 60H10 ; Secondary 60J50, 60J60.
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