Large Deviations for Random Evolutions in the Scheme of Asymptotically Small Diffusion
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Publication:2946093
DOI10.1007/978-3-319-03512-3_12zbMath1322.60016MaRDI QIDQ2946093
Igor V. Samoilenko, Vladimir S. Korolyuk
Publication date: 16 September 2015
Published in: Modern Stochastics and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-03512-3_12
60J25: Continuous-time Markov processes on general state spaces
60J65: Brownian motion
60J60: Diffusion processes
60F10: Large deviations
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