Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes (Q2944928)
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scientific article; zbMATH DE number 6479459
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| English | Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes |
scientific article; zbMATH DE number 6479459 |
Statements
Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes (English)
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8 September 2015
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large deviation principle
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pinned diffusion process
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stochastic differential equation
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rough path theory
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quasi-sure analysis
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Malliavin calculus
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0.8298095464706421
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0.7881842851638794
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0.7775090336799622
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0.7710482478141785
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