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.
Citation
Paolo Baldi. "Large Deviations for Diffusion Processes with Homogenization and Applications." Ann. Probab. 19 (2) 509 - 524, April, 1991. https://doi.org/10.1214/aop/1176990438
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