On Large Deviations for Small Noise Itô Processes (Q2939269): Difference between revisions

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Latest revision as of 12:30, 9 July 2024

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On Large Deviations for Small Noise Itô Processes
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    On Large Deviations for Small Noise Itô Processes (English)
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    19 January 2015
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    large deviations
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    Itō process
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    stochastic differential equation
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    Freidlin-Wentzell estimate
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    time delay
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    CIR process
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    weak convergence
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