| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1156853 | Stochastic Processes and their Applications | 2010 | 29 Pages |
Abstract
A joint large deviation principle for GG-Brownian motion and its quadratic variation process is presented. The rate function is not a quadratic form due to quadratic variation uncertainty. A large deviation principle for stochastic differential equations driven by GG-Brownian motion is also established.
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Fuqing Gao, Hui Jiang,