Large time and small noise asymptotic results for mean reverting diffusion processes with applications
Year of publication: |
2000-07-14
|
---|---|
Authors: | Callen, Jeffrey ; Xu, Lin ; Govindaraj, Suresh |
Published in: |
Economic Theory. - Springer. - Vol. 16.2000, 2, p. 401-419
|
Publisher: |
Springer |
Subject: | Large deviations | Level-2-large deviations | Exit problems | Mean reverting stochastic differential equations |
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