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Large deviations for multidimensional SDEs with reflection

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 نشر من قبل Zongxia Liang
 تاريخ النشر 2007
  مجال البحث
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 تأليف Zongxia Liang




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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.



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