Large deviations for affine diffusion processes on \(\mathbb R_+^m \times\mathbb R^n\) (Q402407)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for affine diffusion processes on \(\mathbb R_+^m \times\mathbb R^n\) |
scientific article |
Statements
Large deviations for affine diffusion processes on \(\mathbb R_+^m \times\mathbb R^n\) (English)
0 references
28 August 2014
0 references
large deviation principles
0 references
affine diffusion processes
0 references
affine transform formula
0 references
