当前位置: X-MOL 学术Stoch. Dyn. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
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
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
down
wechat
bug