Large deviation of diffusion processes with discontinuous drift and their occupation times. (Q1872505): Difference between revisions
From MaRDI portal
Latest revision as of 14:59, 5 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Large deviation of diffusion processes with discontinuous drift and their occupation times. |
scientific article |
Statements
Large deviation of diffusion processes with discontinuous drift and their occupation times. (English)
0 references
6 May 2003
0 references
Ventsel-Freidlin theory
0 references
local time
0 references
Cameron-Martin-Girsanov formula
0 references
large deviation principle
0 references
0 references
0 references