Large deviation of small perturbation of some unstable systems (Q3128356): Difference between revisions

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Revision as of 10:50, 5 March 2024

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Large deviation of small perturbation of some unstable systems
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    Large deviation of small perturbation of some unstable systems (English)
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    16 October 1997
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    Ventcel-Freidlin theory
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    local time
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    Cameron-Martin-Girsanov formula
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    random time change
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    large deviation principle
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