Large deviations for multidimensional SDEs with reflection

Abstract

The large deviations principles are established for a class of multidimensional degenerate stochastic differential equations with reflecting boundary conditions. The results include two cases where the initial conditions are adapted and anticipated.

25 pages

References in corpus (2)

• Anticipating Reflected Stochastic Differential Equations
• Multidimensional SDE with anticipating initial process and reflection