Large deviations and support theorem for diffusion processes via rough paths.

DOI10.1016/S0304-4149(02)00176-XzbMath1075.60510WikidataQ56689332 ScholiaQ56689332MaRDI QIDQ2574528

Tu-Sheng Zhang, Zhongmin Qian, Michel Ledoux

Publication date: 29 November 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J60: Diffusion processes

60F10: Large deviations

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