Large deviations for perturbed reflected diffusion processes
Author:
Affiliation:
1. a Department of Mathematics , Xidian University , Xi'an, 710071, P.R. China
2. b Department of Mathematics , University of Manchester , Oxford Road, Manchester, M13 9PL, UK
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442500801981084
Reference12 articles.
1. Lecture Notes in Mathematics;Azencott R.,1980
2. Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion
3. Beta Variables as Times Spent in [0, ∞[ By Certain Perturbed Brownian Motions
4. Pathwise uniqueness for perturbed versions of Brownian motion and reflected Brownian motion
5. Perturbed Skorohod equations and perturbed reflected diffusion processes
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