Large deviation problem for some parabolic itǒ equations

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Publication:3986928


DOI10.1002/cpa.3160450105zbMath0739.60055MaRDI QIDQ3986928

Pao-Liu Chow

Publication date: 28 June 1992

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cpa.3160450105


60F10: Large deviations

60H15: Stochastic partial differential equations (aspects of stochastic analysis)


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