LARGE DEVIATION PRINCIPLE FOR REFLETED DIFFUSION PROCESS FRACTIONAL BROWNIAN MOTION
نویسندگان
چکیده
منابع مشابه
Estimating General Diffusion Type Process Driven by Fractional Brownian Motion
Conventions and Notations (1) The measure space (M;M; d ) is interpreted as having M as the underly set, M the sigma algebra on M , and d the mesaure on M: If M is a metric space then M is taken as the sigma algebra generated by all its metric-open sets. (2) For two measure spaces (M;M; d ) ; (M1;M1; d 1) and (M M1;M M1; d d 1) is their product measure space. All measurs in the paper are consid...
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ژورنال
عنوان ژورنال: Advances in the Theory of Nonlinear Analysis and its Application
سال: 2021
ISSN: 2587-2648
DOI: 10.31197/atnaa.767867