Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales (Q1635899): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.spa.2017.09.011 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.SPA.2017.09.011 / rank | |||
Normal rank | |||
Latest revision as of 00:08, 11 December 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
