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Large deviations for empirical measures of switching diffusion processes with small parameters 被引量:1

Large deviations for empirical measures of switching diffusion processes with small parameters
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摘要 We consider the asymptotic property of the diffusion processes with Markovian switching. For a general case, we prove a large deviation principle for empirical measures of switching diffusion processes with small parameters. We consider the asymptotic property of the diffusion processes with Markovian switching. For a general case, we prove a large deviation principle for empirical measures of switching diffusion processes with small parameters.
出处 《Frontiers of Mathematics in China》 SCIE CSCD 2015年第4期949-963,共15页 中国高等学校学术文摘·数学(英文)
基金 The authors would like to thank the referees for providing many helpful comments and suggestions. Research of the second author was supported in part by the National Natural Science Foundation of China (Grant No. 11171024).
关键词 Switching diffusion process empirical measure large deviation Switching diffusion process, empirical measure, large deviation
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