非 Freidlin-Wentzell 型大偏差原理
Large deviations principles of Non-Freidlin-Wentzell type
AI总结：
本文为带随机系数的 Colombeau-Ito SDE 建立了广义大偏差原理，扩展了 Freidlin-Wentzell 经典理论，并基于 SLDP 方法从第一性原理无参考 Poisson 过程地解释了金融市场跳跃现象。
摘要：
为带有随机系数的 Colombeau-Ito SDE 建立了广义大偏差原理。我们显著扩展了由 Freidlin 和 Wentzell 提出的随机扰动动力系统大偏差经典理论。使用 SLDP 方法，金融市场中的跳跃现象也被考虑在内。与唯象方法相反，我们从第一性原理解释此类跳跃现象，而完全不参考 Poisson 跳跃过程。
英文摘要：
Generalized Large deviation principles was developed for Colombeau-Ito SDE with a random coefficients. We is significantly expand the classical theory of large deviations for randomly perturbed dynamical systems developed by Freidlin and Wentzell.Using SLDP approach, jumps phenomena, in financial markets, also is considered. Jumps phenomena, in financial markets is explained from the first principles, without any reference to Poisson jump process. In contrast with a phenomenological approach we explain such jumps phenomena from the first principles, without any reference to Poisson jump process.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
