On large deviation estimates for two parameter diffusion processes and applications

DOI10.1080/17442509408833928MaRDI QIDQ4853902zbMATH OpenOpenAlexFDO

Authors Modeste N'Zi

Publication date 25 January 1996

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509408833928

zbMATH Keywords

large deviationsstochastic differential equationsdiffusion processesfunctional law of the iterated logarithmmultiparameter processes

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Brownian motion (60J65)

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