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Moderate deviation principle for multivalued stochastic differential equations
Stochastics and Dynamics ( IF 1.1 ) Pub Date : 2019-08-30 , DOI: 10.1142/s021949372050015x Hua Zhang 1
Stochastics and Dynamics ( IF 1.1 ) Pub Date : 2019-08-30 , DOI: 10.1142/s021949372050015x Hua Zhang 1
Affiliation
In this paper, we prove a moderate deviation principle for the multivalued stochastic differential equations whose proof are based on recently well-developed weak convergence approach. As an application, we obtain the moderate deviation principle for reflected Brownian motion.
中文翻译:
多值随机微分方程的中偏差原理
在本文中,我们证明了多值随机微分方程的适度偏差原理,其证明基于最近发展良好的弱收敛方法。作为应用,我们获得了反射布朗运动的中度偏差原理。
更新日期:2019-08-30
中文翻译:
多值随机微分方程的中偏差原理
在本文中,我们证明了多值随机微分方程的适度偏差原理,其证明基于最近发展良好的弱收敛方法。作为应用,我们获得了反射布朗运动的中度偏差原理。