Large Deviations for Random Evolutions in the Scheme of Asymptotically Small Diffusion
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Publication:2946093
DOI10.1007/978-3-319-03512-3_12zbMath1322.60016OpenAlexW9546058MaRDI QIDQ2946093
Igor V. Samoilenko, Vladimir S. Korolyuk
Publication date: 16 September 2015
Published in: Modern Stochastics and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-03512-3_12
Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Diffusion processes (60J60) Large deviations (60F10)
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