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Large deviations analysis of reflected diffusions and constrained stochastic approximation algorithms in convex sets<sup>†</sup>
Let G be a bounded convex set. hen the solution to the Skorokhod problem for a given path 4 may be considered as a reflected version of 4 with respect to G. By use of estimates on the behavior of this deterministic transformation, large deviations type asymptotic estimates for reflected …