scientific article; zbMATH DE number 2028769

MaRDI QIDQ4444072zbMATH OpenFDO

Authors Song Liang

Publication date 2003

zbMATH Keywords

diffusion processEuclidean spacelarge deviation principle

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60)

Recommendations

• Laplace approximations for large deviations of diffusion processes on Euclidean spaces
• Large deviations for the empirical measure of a diffusion via weak convergence methods
• LARGE DEVIATION PRINCIPLE FOR DIFFUSION PROCESSES IN A CONUCLEAR SPACE
• Large deviations for pinned Markov processes
• Large deviation for pinned covering diffusion.

Cited in

(7)

• Large deviations for the empirical measure of a diffusion via weak convergence methods
• Large deviations of empirical measures of diffusions in weighted topologies
• Laplace approximations for large deviations of diffusion processes on Euclidean spaces
• scientific article; zbMATH DE number 2028768 (Why is no real title available?)
• ON THE LARGE DEVIATION PROPERTY OF RANDOM MEASURES ON THE d-DIMENSIONAL EUCLIDEAN SPACE
• Large deviation principles for Euclidean functionals and other nearly additive processes
• Large deviation for pinned covering diffusion.

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 Q4444072)