A singular 1-D Hamilton--Jacobi equation, with application to large deviation of diffusions (Q390249)
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scientific article; zbMATH DE number 6249215
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| English | A singular 1-D Hamilton--Jacobi equation, with application to large deviation of diffusions |
scientific article; zbMATH DE number 6249215 |
Statements
A singular 1-D Hamilton--Jacobi equation, with application to large deviation of diffusions (English)
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22 January 2014
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comparison principle
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singular Hamiltonian
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large deviation
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singular diffusions
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0.7687131762504578
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0.758605420589447
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0.7556397318840027
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0.7545044422149658
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0.7534094452857971
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