{"title":"均值反映随机微分方程的大偏差原理和马利亚文导数","authors":"Ping Chen, Jianliang Zhai","doi":"10.1080/17442508.2024.2365216","DOIUrl":null,"url":null,"abstract":"In this paper, we consider a class of reflected stochastic differential equations for which the constraint is not on the paths of the solution but on its law. We establish a small noise large devia...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"73 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-06-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Large deviation principles and Malliavin derivative for mean reflected stochastic differential equations\",\"authors\":\"Ping Chen, Jianliang Zhai\",\"doi\":\"10.1080/17442508.2024.2365216\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper, we consider a class of reflected stochastic differential equations for which the constraint is not on the paths of the solution but on its law. We establish a small noise large devia...\",\"PeriodicalId\":501524,\"journal\":{\"name\":\"Stochastics\",\"volume\":\"73 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-06-10\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Stochastics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1080/17442508.2024.2365216\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/17442508.2024.2365216","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Large deviation principles and Malliavin derivative for mean reflected stochastic differential equations
In this paper, we consider a class of reflected stochastic differential equations for which the constraint is not on the paths of the solution but on its law. We establish a small noise large devia...
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