On large deviation estimates for two parameter diffusion processes and applications
DOI10.1080/17442509408833928zbMATH Open0831.60041OpenAlexW2138383688MaRDI QIDQ4853902FDOQ4853902
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
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large deviationsstochastic differential equationsdiffusion processesfunctional law of the iterated logarithmmultiparameter processes
Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Brownian motion (60J65)
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- Strassen theorem in Hölder norm for some Brownian functionals
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- Large deviations for two-time-scale diffusions, with delays
- Title not available (Why is that?)
- Diffusions on a space of interval partitions: the two-parameter model
- On large deviations for diffusion processes with measurable coefficients
- Laws of the iterated logarithm and large deviations for a class of diffusionl processes
- Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space
- Exponential inequalities for two-parameter martingales
- Freidliln–Wentzell type estimates for solutions of hyperbolic SPDEs in Besov–Orlicz spaces and applications
- Chirikov and Nekhoroshev diffusion estimates: bridging the two sides of the river
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