Title of article :
Large deviations for stochastic differential equations driven by -Brownian motion
Author/Authors :
Gao، نويسنده , , Fuqing and Jiang، نويسنده , , Hui، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2010
Abstract :
A joint large deviation principle for G -Brownian motion and its quadratic variation process is presented. The rate function is not a quadratic form due to quadratic variation uncertainty. A large deviation principle for stochastic differential equations driven by G -Brownian motion is also established.
Keywords :
Large deviations , G -Brownian motion , G -stochastic differential equation
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications
