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.
Publié le : 1991-04-14
Classification:
Large deviations,
diffusion processes,
homogenization,
iterated logarithm law,
60F10,
60F17,
60J60
@article{1176990438,
author = {Baldi, Paolo},
title = {Large Deviations for Diffusion Processes with Homogenization and Applications},
journal = {Ann. Probab.},
volume = {19},
number = {4},
year = {1991},
pages = { 509-524},
language = {en},
url = {http://dml.mathdoc.fr/item/1176990438}
}
Baldi, Paolo. Large Deviations for Diffusion Processes with Homogenization and Applications. Ann. Probab., Tome 19 (1991) no. 4, pp. 509-524. http://gdmltest.u-ga.fr/item/1176990438/