scientific article
From MaRDI portal
Publication:3719555
zbMath0591.60023MaRDI QIDQ3719555
Publication date: 1985
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Random fields (60G60) Estimation and detection in stochastic control theory (93E10) Bifurcations and instability for nonlinear problems in mechanics (70K50) Stochastic stability in control theory (93E15) Large deviations (60F10)
Related Items (13)
Sharp asymptotics for the multidimensional KPP equation ⋮ Geometric singular perturbation theory for stochastic differential equations. ⋮ Precise Laplace asymptotics for singular stochastic PDEs: the case of 2D gPAM ⋮ LOWER TAIL INDEPENDENCE OF HITTING TIMES OF TWO-DIMENSIONAL DIFFUSIONS ⋮ Refined large deviation asymptotics for the classical occupancy problem ⋮ Local volatility under rough volatility ⋮ Sharp asymptotic estimates for expectations, probabilities, and mean first passage times in stochastic systems with small noise ⋮ Precise asymptotics: robust stochastic volatility models ⋮ Laplace asymptotics for generalized K.P.P. equation ⋮ Marginal Density Expansions for Diffusions and Stochastic Volatility I: Theoretical Foundations ⋮ Asymptotic expansions for Markov processes with Lévy generators ⋮ Short-time near-the-money skew in rough fractional volatility models ⋮ Sharp large deviation estimates for a certain class of sets on the Wiener space
This page was built for publication: