Large deviation theory for stochastic difference equations

DOI10.1017/S095679259700332XMaRDI QIDQ4395787zbMATH OpenOpenAlexFDO

Authors Joseph B. Keller, Rachel Kuske

Publication date 7 April 1999

Published in European Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s095679259700332x

Mathematics Subject Classification ID

Large deviations (60F10) Random operators and equations (aspects of stochastic analysis) (60H25)

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Cited in

(2)

• A probabilistic point of view on peak effects in linear difference equations
• Analysis of stochastic neutral fractional functional differential equations

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