Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales (Q1635899): Difference between revisions
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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 |
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Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales (English)
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1 June 2018
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large deviations
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stochastic integration
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stochastic differential equations
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exponential tightness
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Markov processes
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infinite dimensional semimartingales
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Banach space-valued semimartingales
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