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Simple proof of a large deviation result |
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| Authors: | Zhang Zhixiang |
| Institution: | (1) School of Mathematical Sciences, Peking University, 100871 Beijing, China |
| Abstract: | In this note we prove a large deviation result for a perturbed discontinuous inhomogeneous system which complements1]. |
| Keywords: | Large deviation principle stochastic differential equation contraction principle Donsker's invariance principle |
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