Large deviations for one-dimensional SDE with discontinuous diffusion coefficient (Q4899478)
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scientific article; zbMATH DE number 6123047
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| English | Large deviations for one-dimensional SDE with discontinuous diffusion coefficient |
scientific article; zbMATH DE number 6123047 |
Statements
8 January 2013
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large deviation principle
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one-dimensional SDE
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discontinuous diffusion coefficient
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0.9470067024230956
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0.9331266283988952
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0.8307563066482544
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0.8202232718467712
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