Large deviation estimates for some nonlocal equations. General bounds and applications
From MaRDI portal
Publication:2846971
DOI10.1090/S0002-9947-2013-05629-2zbMath1281.47032arXiv0909.1467MaRDI QIDQ2846971
Cristina Brändle, Emmanuel Chasseigne
Publication date: 4 September 2013
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0909.1467
60F10: Large deviations
35A35: Theoretical approximation in context of PDEs
49L25: Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games
47G20: Integro-differential operators
35K10: Second-order parabolic equations
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