Moderate Deviations for a Diffusion Type Process in Random Environment
نویسنده
چکیده
Let σ(u), u ∈ R be an ergodic stationary Markov chain, taking a finite number of values a1, . . . , am, and b(u) = g(σ(u)), where g is a bounded and measurable function. We consider the diffusion type process dX t = b(X ε t /ε)dt+ ε σ `
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تاریخ انتشار 2007