Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales (Q1635899)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6880002
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales |
scientific article; zbMATH DE number 6880002 |
Statements
Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales (English)
0 references
1 June 2018
0 references
large deviations
0 references
stochastic integration
0 references
stochastic differential equations
0 references
exponential tightness
0 references
Markov processes
0 references
infinite dimensional semimartingales
0 references
Banach space-valued semimartingales
0 references
0 references
0 references
0 references
0 references
0.8097212314605713
0 references
0.8086850047111511
0 references
0.7742952108383179
0 references
0.7679057717323303
0 references
0.7661941647529602
0 references
