Large deviations and support theorem for diffusion processes via rough paths.
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Publication:2574528
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)
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J60: Diffusion processes
60F10: Large deviations
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