Abstract
In this paper, we will prove that the solution of stochastic differential equation with a small diffusion coefficient in a nonsmooth domain normally reflected at boundary satisfies a large deviation principle and converges to a deterministic path in $L^p$.
Citation
Shey Shiung Sheu. "A LARGE DEVIATION PRINCIPLE OF REFLECTING DIFFUSIONS." Taiwanese J. Math. 2 (2) 251 - 256, 1998. https://doi.org/10.11650/twjm/1500406935
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