In this paper, we study a large deviations principle associated to the couple $(X^{arepsilon },u ^{arepsilon })$, solution of It? integral:$$dX_t^{arepsilon }=sqrt{arepsilon }sigma _{u ^{arepsilon }(t)}(X^{arepsilon }_t)dW_t+b_{u ^{arepsilon }(t)}(X^{arepsilon }_t)dt;quad X_0^{arepsilon }=xin mathbb{R}^d$$
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机译:在本文中,我们研究与夫妇$(X ^ { varepsilon}, nu ^ { varepsilon})$的解有关的大偏差原理。积分:$$ dX_t ^ { varepsilon} = sqrt { varepsilon} sigma _ { nu ^ { varepsilon}(t)}(X ^ { varepsilon} _t)dW_t + b _ { nu ^ { varepsilon}(t)}(X ^ { varepsilon} _t)dt; quad X_0 ^ { varepsilon} = x in mathbb {R} ^ d $$
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