scientific article

zbMath0604.60027MaRDI QIDQ3740728

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Publication date: 1986

Full work available at URL: http://www.numdam.org/item?id=SPS_1986__20__68_0

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zbMATH Keywords

exponential inequalitymultiparameter processesmultiparameter Brownian motionmultiparameter strong martingalesbehaviour of the solution of the infinite-dimensional heat equationestimations of the type of Ventcel and Freidlin

Mathematics Subject Classification ID

Diffusion processes (60J60) Large deviations (60F10) Stochastic integral equations (60H20)

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The asymptotic behaviour of local times and occupation integrals of the \(N\)-parameter Wiener process in \(\mathbb{R}^ d\) ⋮ Estimation de Varadhan pour des diffusions à deux paremètres. (Varadhan estimator for two-parameter diffusions) ⋮ Brownian cylinders and intersecting branes ⋮ Large deviations for a class of planar functional stochastic differential equations ⋮ Logarithmic estimates for the density of hypoelliptic two-parameter diffusions

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