scientific article

zbMath1158.60331arXivmath/0410457MaRDI QIDQ3615208

Catherine Donati-Martin

Publication date: 17 March 2009

Full work available at URL: https://arxiv.org/abs/math/0410457

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

large deviation principleWishart processes

Mathematics Subject Classification ID

Diffusion processes (60J60) Large deviations (60F10) Random matrices (algebraic aspects) (15B52)

Related Items (6)

Geometric ergodicity of affine processes on cones ⋮ Large deviations for affine diffusion processes on \(\mathbb R_+^m \times\mathbb R^n\) ⋮ Transform formulae for linear functionals of affine processes and their bridges on positive semidefinite matrices ⋮ Moderate deviations and central limit theorem for small perturbation Wishart processes ⋮ General Freidlin-Wentzell large deviations and positive diffusions ⋮ On strong solutions for positive definite jump diffusions

This page was built for publication: