Exponential tightness of a family of Skorohod integrals

DOI10.1214/21-ECP442zbMath1494.60059arXiv2101.07604OpenAlexW4210331392WikidataQ114060471 ScholiaQ114060471MaRDI QIDQ2078121

Nhu N. Nguyen

Publication date: 25 February 2022

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.07604

zbMATH Keywords

Malliavin calculusexponential tightnessanticipating integrals

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (1)

Large deviation principles for Langevin equations in random environment and applications

Cites Work

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• A class of Langevin equations with Markov switching involving strong damping and fast switching
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