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Property / author: Shuenn-Jyi Sheu / rank
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Latest revision as of 14:59, 5 June 2024

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Large deviation of diffusion processes with discontinuous drift and their occupation times.
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    Large deviation of diffusion processes with discontinuous drift and their occupation times. (English)
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    6 May 2003
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    Ventsel-Freidlin theory
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    local time
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    Cameron-Martin-Girsanov formula
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    large deviation principle
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