Large deviations for multi-scale jump-diffusion processes (Q516019)
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scientific article
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| English | Large deviations for multi-scale jump-diffusion processes |
scientific article |
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Large deviations for multi-scale jump-diffusion processes (English)
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20 March 2017
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large deviation principle
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multi-scale asymptotics
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jump diffusions
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0.8707119822502136
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0.8514227867126465
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0.833372175693512
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0.7949343919754028
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