Viscosity methods for large deviations estimates of multiscale stochastic processes (Q4554107)
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scientific article; zbMATH DE number 6974822
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Viscosity methods for large deviations estimates of multiscale stochastic processes |
scientific article; zbMATH DE number 6974822 |
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Viscosity methods for large deviations estimates of multiscale stochastic processes (English)
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7 November 2018
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stochastic volatility models
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HJB equations
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viscosity solutiions
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singular pertubations
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large deviations
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multiscale processes
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