On Large Deviations for Small Noise Itô Processes (Q2939269)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Large Deviations for Small Noise Itô Processes |
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On Large Deviations for Small Noise Itô Processes (English)
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19 January 2015
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large deviations
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Itō process
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stochastic differential equation
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Freidlin-Wentzell estimate
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time delay
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CIR process
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weak convergence
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