Large deviation principle for one-dimensional SDEs with discontinuous coefficients (Q340825): Difference between revisions
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| Property / author: Alexei M. Kulik / rank | |||
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| Property / Mathematics Subject Classification ID: 60F10 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J55 / rank | |||
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| Property / zbMATH DE Number: 6652952 / rank | |||
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large deviations principle | |||
| Property / zbMATH Keywords: large deviations principle / rank | |||
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stochastic differential equations | |||
| Property / zbMATH Keywords: stochastic differential equations / rank | |||
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exponential tightness | |||
| Property / zbMATH Keywords: exponential tightness / rank | |||
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contraction principles | |||
| Property / zbMATH Keywords: contraction principles / rank | |||
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Revision as of 06:08, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviation principle for one-dimensional SDEs with discontinuous coefficients |
scientific article |
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Large deviation principle for one-dimensional SDEs with discontinuous coefficients (English)
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15 November 2016
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large deviations principle
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stochastic differential equations
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exponential tightness
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contraction principles
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