Large deviations for stochastic differential equations driven by G-Brownian motion

Stochastic Processes and their Applications

Volumn 120, Issue 11, 2010, Pages 2212-2240

  Gao, Fuqing ^a   Jiang, Hui ^b  

^a WUHAN UNIVERSITY   (China)

^b NANJING UNIVERSITY OF AERONAUTICS AND ASTRONAUTICS   (China)

Author keywords

G Brownian motion; G stochastic differential equation; Large deviations

Indexed keywords

G-BROWNIAN MOTION; LARGE DEVIATION PRINCIPLE; LARGE DEVIATIONS; QUADRATIC FORM; QUADRATIC VARIATIONS; RATE FUNCTIONS; STOCHASTIC DIFFERENTIAL EQUATIONS;

EQUATIONS OF MOTION; MEASUREMENT THEORY; NUMBER THEORY; STOCHASTIC SYSTEMS;

BROWNIAN MOVEMENT;

EID: 77956392362     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2010.06.007     Document Type: Article

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