Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales (Q1635899): Difference between revisions
From MaRDI portal
Latest revision as of 20:00, 15 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales |
scientific article |
Statements
Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales (English)
0 references
1 June 2018
0 references
large deviations
0 references
stochastic integration
0 references
stochastic differential equations
0 references
exponential tightness
0 references
Markov processes
0 references
infinite dimensional semimartingales
0 references
Banach space-valued semimartingales
0 references
0 references
0 references
0 references
0 references
