Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control (Q2657911): Difference between revisions

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Latest revision as of 08:30, 30 July 2024

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Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control
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    Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control (English)
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    18 March 2021
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    large deviations
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    Wiener space
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    Sanov theorem
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    Schilder theorem
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    nonexponential
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    BSDE
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    Schrödinger problem
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    stochastic control
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