Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes (Q2944928)

From MaRDI portal





scientific article
Language Label Description Also known as
default for all languages
No label defined
    English
    Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes
    scientific article

      Statements

      Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes (English)
      0 references
      0 references
      8 September 2015
      0 references
      large deviation principle
      0 references
      pinned diffusion process
      0 references
      stochastic differential equation
      0 references
      rough path theory
      0 references
      quasi-sure analysis
      0 references
      Malliavin calculus
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references