Laplace approximations for large deviations of diffusion processes on Euclidean spaces

DOI10.2969/JMSJ/1158242071zbMath1089.60019OpenAlexW2055284676MaRDI QIDQ2483801

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

Mathematics Subject Classification ID

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

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