Moderate deviations for a stochastic Schrödinger equation with linear drift
Moderate deviation principle is achieved by the weak convergence approach for a stochastic Schrödinger type equation with linear drift term and noise driven by a [Formula: see text]-Wiener process. The central limit theorem is also shown for the equation to further analyze its asymptotic behavior.
Authors
- Parisa Fatheddin (ORCID: https://orcid.org/0000-0002-3238-1413)
- Hannelore Lisei (ORCID: https://orcid.org/0000-0003-1934-6274)
Institutions
- Babeș-Bolyai University (RO)
- The Ohio State University (US)
Publication Details
- Journal
- Stochastics and Dynamics
- Published
- 2024-09-01
- DOI
- https://doi.org/10.1142/s0219493724500382
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00