Frontiers of Mathematics in China >
Large deviations for empirical measures of switching diffusion processes with small parameters
Received date: 31 Jan 2015
Accepted date: 13 Apr 2015
Published date: 05 Jun 2015
Copyright
We consider the asymptotic property of the diffusion processes with Markovian switching. For a general case, we prove a large deviation principle for empirical measures of switching diffusion processes with small parameters.
Key words： Switching diffusion process; empirical measure; large deviation
Xiaocui MA , Fubao XI . Large deviations for empirical measures of switching diffusion processes with small parameters[J]. Frontiers of Mathematics in China, 2015 , 10(4) : 949 -963 . DOI: 10.1007/s11464-015-0486-7
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