scholarly journals Large deviations for the boundary local time of doubly reflected Brownian motion

2015 ◽  
Vol 96 ◽  
pp. 262-268 ◽  
Author(s):  
Martin Forde ◽  
Rohini Kumar ◽  
Hongzhong Zhang
Keyword(s):  
Brownian Motion ◽  
Large Deviations ◽  
Local Time ◽  
Reflected Brownian Motion

scholarly journals Optimal Paths in Large Deviations of Symmetric Reflected Brownian Motion in the Octant

2013 ◽  
Vol 3 (1) ◽  
pp. 187-229
Author(s):  
Ziyu Liang ◽  
John J. Hasenbein
Keyword(s):  
Brownian Motion ◽  
Large Deviations ◽  
Reflected Brownian Motion ◽  
Optimal Paths

scholarly journals Large deviations for local time fractional Brownian motion and applications

2008 ◽  
Vol 346 (2) ◽  
pp. 432-445 ◽  
Author(s):  
Mark M. Meerschaert ◽  
Erkan Nane ◽  
Yimin Xiao
Keyword(s):  
Brownian Motion ◽  
Large Deviations ◽  
Fractional Brownian Motion ◽  
Local Time

Moderate deviation principle for multivalued stochastic differential equations

2019 ◽  
Vol 20 (03) ◽  
pp. 2050015 ◽  
Author(s):  
Hua Zhang
Keyword(s):  
Brownian Motion ◽  
Weak Convergence ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Moderate Deviation ◽  
Reflected Brownian Motion ◽  
Moderate Deviation Principle ◽  
Deviation Principle ◽  
Weak Convergence Approach

In this paper, we prove a moderate deviation principle for the multivalued stochastic differential equations whose proof are based on recently well-developed weak convergence approach. As an application, we obtain the moderate deviation principle for reflected Brownian motion.

Self-avoiding random walk: A Brownian motion model with local time drift

1987 ◽  
Vol 74 (2) ◽  
pp. 271-287 ◽  
Author(s):  
J. R. Norris ◽  
L. C. G. Rogers ◽  
David Williams
Keyword(s):  
Brownian Motion ◽  
Random Walk ◽  
Local Time ◽  
Motion Model ◽  
Time Drift ◽  
Brownian Motion Model
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