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decision sciences

Large deviation principle for Reflected Stochastic Differential Equations driven by G-Brownian motion in non-convex domains

Statistics and Probability Letters, Volume 193, Article 109707, Year 2023

In this paper, we establish a large deviation principle for the solution of Reflected Stochastic Differential Equations driven by G-Brownian motion in non-convex domains. Moreover, we prove that the solution converges to the solution of a deterministic Skorohod equation.

Statistics
Citations: 2
Authors: 2
Affiliations: 1
Identifiers
Doi: 10.1016/j.spl.2022.109707
ISSN: 01677152

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