Large deviatons for integro-differential Itô equations

zbMATH Open0977.60066MaRDI QIDQ2736703FDOQ2736703

Authors: Constantin Tudor, Maria Tudor 

Publication date: 11 September 2001

Published in: Analele Universității București. Matematică (Search for Journal in Brave)

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• Large deviations for stochastic integrodifferential equations of the Itô type with multiple randomness
• Large Deviations for Nonlinear Ito Type Stochastic Integrodifferential Equations
• Large deviations for solutions of one dimensional Itô equations

zbMATH Keywords

large deviationsdouble Wiener-Itô integralintegro-differential Itô equations

Mathematics Subject Classification ID

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

Cited In (5)

• Title not available (Why is that?)
• Large deviations for stochastic integrodifferential equations of the Itô type with multiple randomness
• Large Deviations for Nonlinear Ito Type Stochastic Integrodifferential Equations
• Large deviations for solutions of one dimensional Itô equations
• The total variation distance between two double Wiener-Itô integrals

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