scientific article; zbMATH DE number 897988

zbMATH Open0853.60046MaRDI QIDQ4884948FDOQ4884948

Authors: Víctor Pérez-Abreu 

Publication date: 21 August 1996

Title of this publication is not available (Why is that?)

Recommendations

• scientific article; zbMATH DE number 898371
• scientific article; zbMATH DE number 4072056
• Large deviations for a class of chaos expansions

zbMATH Keywords

surveylarge deviationchaos expansionself-intersection local timemultiple Wiener integralanticipative stochastic differential equationslevel-crossing counts

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integrals (60H05)

Cited In (7)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Pathwise large deviations for white noise chaos expansions
• Title not available (Why is that?)
• Exponential integrability and application to stochastic quantization
• Itô-Wiener chaos expansion with exact residual and correlation, variance inequalities

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 Q4884948)