LARGE DEVIATIONS FOR SMALL PERTURBATIONS OF SDES WITH NON-MARKOVIAN COEFFICIENTS AND THEIR APPLICATIONS (Q3426805): Difference between revisions

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Property / author: Fu Qing Gao / rank
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Property / author: Fu Qing Gao / rank
 
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Property / cites work: Large deviations and the Strassen theorem in Hölder norm / rank
 
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Property / cites work: Large deviations for stochastic flows and their applications / rank
 
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Property / cites work: Q3992729 / rank
 
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Property / cites work: Precise asymptotics of certain Wiener functionals / rank
 
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Property / cites work: Quasi sure analysis of stochastic flows and Banach space valued smooth functionals on the Wiener space / rank
 
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Property / cites work: Q3672830 / rank
 
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Property / cites work: A large deviation principle for \((r,p)\)-capacities on the Wiener space / rank
 
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Property / full work available at URL: https://doi.org/10.1142/s0219493706001840 / rank
 
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Latest revision as of 08:42, 30 July 2024

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LARGE DEVIATIONS FOR SMALL PERTURBATIONS OF SDES WITH NON-MARKOVIAN COEFFICIENTS AND THEIR APPLICATIONS
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    LARGE DEVIATIONS FOR SMALL PERTURBATIONS OF SDES WITH NON-MARKOVIAN COEFFICIENTS AND THEIR APPLICATIONS (English)
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    13 March 2007
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    large deviation
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    quasi-sure analysis
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    capacity
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    anticipating stochastic differential equations
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