Large deviation for a discontinuous nonhomogeneous system. (Q2767248)
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scientific article; zbMATH DE number 1697270
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| English | Large deviation for a discontinuous nonhomogeneous system. |
scientific article; zbMATH DE number 1697270 |
Statements
29 January 2002
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large deviation principle
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Itô's formula
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Cameron-Martin-Girsanov theorem
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Large deviation for a discontinuous nonhomogeneous system. (English)
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0.7729476094245911
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0.7691556811332703
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0.7557835578918457
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0.7541047930717468
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0.7541046142578125
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