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Publication:3976831
zbMath0742.60057MaRDI QIDQ3976831
David Nualart, Annie Millet, Marta Sanz-Solé
Publication date: 26 June 1992
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
large deviation principleSkorokhod integralMalliavin derivativeanticipating stochastic differential equationGirsanov-type transformation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Stochastic calculus of variations and the Malliavin calculus (60H07)
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