The local principle of large deviations for solutions of Itô stochastic equations with quick drift
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Publication:328747
DOI10.1007/s10958-016-3008-6zbMath1350.60023OpenAlexW2514001027MaRDI QIDQ328747
Publication date: 21 October 2016
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10958-016-3008-6
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Stochastic integral equations (60H20)
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