Publication:3784932
From MaRDI portal
zbMath0642.60037MaRDI QIDQ3784932
Mireille Chaleyat-Maurel, Paolo Baldi
Publication date: 1988
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J60: Diffusion processes
60F10: Large deviations
Related Items
Large deviations for a stochastic Cahn–Hilliard equation in Hölder norm, General large deviations and functional iterated logarithm law for multivalued stochastic differential equations, General Freidlin-Wentzell large deviations and positive diffusions, Large deviations for stochastic differential equations driven by \(G\)-Brownian motion, Large deviations for a simple closed queueing model, Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: a large deviations approach, Strassen's law of the iterated logarithm for diffusion processes for small time, A functional law of the iterated logarithm for weakly hypoelliptic diffusions at time zero, On Large Deviations for Small Noise Itô Processes