Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes
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Publication:2944928
DOI10.1090/S0002-9947-2015-06290-4zbMath1338.60083arXiv1203.5177MaRDI QIDQ2944928
Publication date: 8 September 2015
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.5177
stochastic differential equation; Malliavin calculus; large deviation principle; rough path theory; quasi-sure analysis; pinned diffusion process
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J60: Diffusion processes
60F10: Large deviations
60H07: Stochastic calculus of variations and the Malliavin calculus
60H99: Stochastic analysis
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