Sanz-Solé, Marta; Sarrà, Mònica - In: Stochastic Processes and their Applications 79 (1999) 2, pp. 301-321
In this paper we study Varadhan's estimates for the density of a family of solutions of anticipating stochastic differential equations driven by a white noise which is perturbed by a small parameter [var epsilon]. The anticipating input is given by the initial condition and the stochastic...