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Large deviations for empirical measures of switching diffusion processes with small parameters |
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| Authors: | Xiaocui MA Fubao XI |
| Affiliation: | 1. School of Mathematics, Beijing Institute of Technology, Beijing 100081, China2. Department of Mathematics, Jining University, Qufu 273155, China |
| Abstract: | We consider the asymptotic property of the diffusion processes with Markovian switching. For a general case, we prove a large deviation principle for empirical measures of switching diffusion processes with small parameters. |
| Keywords: | Switching diffusion process empirical measure large deviation |
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