Large deviation of diffusion processes with discontinuous drift and their occupation times. (Q1872505)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviation of diffusion processes with discontinuous drift and their occupation times. |
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Large deviation of diffusion processes with discontinuous drift and their occupation times. (English)
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6 May 2003
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Ventsel-Freidlin theory
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local time
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Cameron-Martin-Girsanov formula
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large deviation principle
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