Large deviations for multi-scale jump-diffusion processes (Q516019): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60F10 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J75 / rank | |||
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| Property / Mathematics Subject Classification ID: 49L25 / rank | |||
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| Property / zbMATH DE Number: 6696069 / rank | |||
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large deviation principle | |||
| Property / zbMATH Keywords: large deviation principle / rank | |||
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multi-scale asymptotics | |||
| Property / zbMATH Keywords: multi-scale asymptotics / rank | |||
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jump diffusions | |||
| Property / zbMATH Keywords: jump diffusions / rank | |||
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Revision as of 04:09, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for multi-scale jump-diffusion processes |
scientific article |
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Large deviations for multi-scale jump-diffusion processes (English)
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20 March 2017
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large deviation principle
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multi-scale asymptotics
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jump diffusions
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