scientific article; zbMATH DE number 19587

zbMATH Open0744.60027MaRDI QIDQ3979076FDOQ3979076

Authors: Paolo Baldi, Marta Sanz-Solé 

Publication date: 26 June 1992

Full work available at URL: http://www.numdam.org/item?id=SPS_1991__25__345_0

Title of this publication is not available (Why is that?)

Recommendations

• An extension of the ventcel- freidlin large deviation principle
• scientific article; zbMATH DE number 432957
• An extension of the ventcel- freidlin large deviation principle
• scientific article; zbMATH DE number 4046801
• General Freidlin-Wentzell large deviations and positive diffusions

zbMATH Keywords

contraction principleFreidlin-Venttsel' large deviations estimatesSchilder's large deviations estimates

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (10)

• An extension of the ventcel- freidlin large deviation principle
• Explicit computation of second order moments of importance sampling estimators for fractional Brownian motion
• Large deviations for stochastic flows and their applications
• Large deviations estimates in semi-group theory
• Remarks on Inequalities for Large Deviation Probabilities
• Title not available (Why is that?)
• General large deviations and functional iterated logarithm law for multivalued stochastic differential equations
• Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes
• Small perturbations of random evolution equations with reflection in Hölder norm
• Stochastic delay equations with hereditary drift: Estimates of the density

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3979076)