scientific article; zbMATH DE number 898371

MaRDI QIDQ4884151zbMATH OpenFDO

Authors Víctor Pérez-Abreu, A. S. Üstünel, Christian Houdré

Publication date 15 August 1996

zbMATH Keywords

Wiener processrandom measuresOrnstein-Uhlenbeck operatortail inequalitiesstochastic calculuslarge deviations principlesmultiple Stratonovich integralmultiple Wiener-Itô integralsstochastic integrals of anticipating stochastic processes

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic integrals (60H05)

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