Large deviation problem for some parabolic itǒ equations
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Publication:3986928
DOI10.1002/cpa.3160450105zbMath0739.60055MaRDI QIDQ3986928
Publication date: 28 June 1992
Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cpa.3160450105
60F10: Large deviations
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
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