Publication:3979076
From MaRDI portal
zbMath0744.60027MaRDI QIDQ3979076
Publication date: 26 June 1992
Full work available at URL: http://www.numdam.org/item?id=SPS_1991__25__345_0
contraction principle; Freidlin-Venttsel' large deviations estimates; Schilder's large deviations estimates
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60F10: Large deviations
Related Items
Small perturbations of random evolution equations with reflection in Hölder norm, General large deviations and functional iterated logarithm law for multivalued stochastic differential equations, Explicit computation of second order moments of importance sampling estimators for fractional Brownian motion, Stochastic delay equations with hereditary drift: Estimates of the density, Large deviations for stochastic flows and their applications, Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes