Title of article
Large deviations for stochastic differential equations driven by -Brownian motion
Author/Authors
Gao، نويسنده , , Fuqing and Jiang، نويسنده , , Hui، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2010
Pages
29
From page
2212
To page
2240
Abstract
A joint large deviation principle for G -Brownian motion and its quadratic variation process is presented. The rate function is not a quadratic form due to quadratic variation uncertainty. A large deviation principle for stochastic differential equations driven by G -Brownian motion is also established.
Keywords
Large deviations , G -Brownian motion , G -stochastic differential equation
Journal title
Stochastic Processes and their Applications
Serial Year
2010
Journal title
Stochastic Processes and their Applications
Record number
1578336
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