Large deviatons for integro-differential Itô equations

MaRDI QIDQ2736703zbMATH OpenFDO

Authors Constantin Tudor, Maria Tudor

Publication date 11 September 2001

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

zbMATH Keywords

large deviationsdouble Wiener-Itô integralintegro-differential Itô equations

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 1583973
• scientific article; zbMATH DE number 28600
• 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

Cited in

(5)

• scientific article; zbMATH DE number 1583973 (Why is no real title available?)
• 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

This page was built for publication: Large deviatons for integro-differential Itô equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2736703)