Laplace approximations for large deviations of diffusion processes on Euclidean spaces

DOI10.2969/JMSJ/1158242071MaRDI QIDQ2483801zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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