scientific article; zbMATH DE number 1304738

MaRDI QIDQ4251572zbMATH OpenFDO

Authors R. Liptser

Publication date 21 June 2000

zbMATH Keywords

diffusion processlarge deviationsordinary differential equation

Mathematics Subject Classification ID

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

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