Large deviation estimates and functional law for diffusions in modulus spaces

DOI10.1515/rose.2000.8.4.373zbMath0972.60009OpenAlexW2057954895MaRDI QIDQ2722269

M'hamed Eddahbi

Publication date: 11 July 2001

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.2000.8.4.373

zbMATH Keywords

large deviationsdiffusion processesfunctional iterated logarithm lawmodulus spaces

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Large deviations (60F10) Functional limit theorems; invariance principles (60F17)

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