Open Access
April, 1991 Large Deviations for Diffusion Processes with Homogenization and Applications
Paolo Baldi
Ann. Probab. 19(2): 509-524 (April, 1991). DOI: 10.1214/aop/1176990438
Abstract

We consider a family of periodic diffusion processes in $R^n$ with homogenization and a small parameter multiplying the diffusion coefficient. We establish a large deviations principle and as an application we derive an iterated logarithm law for periodic diffusions.

Baldi: Large Deviations for Diffusion Processes with Homogenization and Applications
Copyright © 1991 Institute of Mathematical Statistics
Paolo Baldi "Large Deviations for Diffusion Processes with Homogenization and Applications," The Annals of Probability 19(2), 509-524, (April, 1991). https://doi.org/10.1214/aop/1176990438
Published: April, 1991
Vol.19 • No. 2 • April, 1991
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