Laplace approximations for large deviations of diffusion processes on Euclidean spaces

DOI10.2969/JMSJ/1158242071zbMATH Open1089.60019OpenAlexW2055284676MaRDI QIDQ2483801FDOQ2483801

Authors: Song Liang 

Publication date: 1 August 2005

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2969/jmsj/1158242071

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Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60)

Cited In (4)

• Integral functionals for the exponential of the Wiener process and the Brownian bridge: exact asymptotics and Legendre functions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Laplace approximations for diffusion processes on torus: Nondegenerate case

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