Large deviation estimates for some nonlocal equations. General bounds and applications
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Publication:2846971
DOI10.1090/S0002-9947-2013-05629-2zbMath1281.47032arXiv0909.1467OpenAlexW2056274211MaRDI 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
Large deviations (60F10) Theoretical approximation in context of PDEs (35A35) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Integro-differential operators (47G20) Second-order parabolic equations (35K10)
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