Flow decomposition and large deviations
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Publication:1923691
DOI10.1006/jfan.1996.0097zbMath0861.60035MaRDI QIDQ1923691
Gérard Ben Arous, Fabienne Castell
Publication date: 12 May 1997
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/e0dd8cccbd45d25304fc21d4df0127579a885946
diffusion; large deviation principle; flow decomposition; nonlinear filtering problem; Stratonovich differential equation
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60F10: Large deviations
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