Large deviation estimates and functional law for diffusions in modulus spaces

DOI10.1515/ROSE.2000.8.4.373MaRDI QIDQ2722269zbMATH OpenOpenAlexFDO

Authors M'hamed Eddahbi

Publication date 11 July 2001

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose.2000.8.4.373

zbMATH Keywords

diffusion processesfunctional iterated logarithm lawlarge deviationsmodulus spaces

Mathematics Subject Classification ID

Large deviations (60F10) Functional limit theorems; invariance principles (60F17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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Cited in

(8)

• Approximation and support theorems in modulus spaces
• Large deviations and continuity estimates for the derivative of a random model of \(|\zeta|\) on the critical line
• On the moments of the modulus of continuity of Itô processes
• scientific article; zbMATH DE number 4046801 (Why is no real title available?)
• scientific article; zbMATH DE number 15792 (Why is no real title available?)
• scientific article; zbMATH DE number 2115824 (Why is no real title available?)
• On asymptotics of Banach space-valued Itô functionals of Brownian rough paths
• Large and moderate deviation principles for path-distribution dependent SDEs driven by mixed fractional Brownian motion

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