scientific article; zbMATH DE number 919354
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zbMATH Open0863.60052MaRDI QIDQ4889024FDOQ4889024
Publication date: 17 March 1997
Title of this publication is not available (Why is that?)
Large deviations (60F10) Generalizations of martingales (60G48) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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- On Large Deviations for Systems of It么 Stochastic Equations
- Large deviations for sticky Brownian motions
- A steady result for large deviation in SDE with an application
- Large deviations for stochastic nonlinear beam equations
- Large deviation theory for stochastic difference equations
- Large deviations for the solution of a Kac-type kinetic equation
- Local large deviation principle for Wiener process with random resetting
- On large deviations for SDEs with small diffusion and averaging.
- A general non-convex large deviation result with applications to stochastic equations
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- Large deviations of a forward backward stochastic differential equation.
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- Large deviations for multivalued stochastic differential equations
- Large deviations for stochastic Volterra equations
- Extremal Properties of Solutions of Stochastic Equations
- On functional limit theorems for solutions of stochastic equations
- On large deviations for approximations of SDEs
- Title not available (Why is that?)
- Large deviations for solutions of one dimensional It么 equations
- The local principle of large deviations for solutions of It么 stochastic equations with quick drift
- A comparison of homogenization and large deviations, with applications to wavefront propagation
- Large-scale Stein and Lyapunov equations, Smith method, and applications
- BSDE with jumps and non-Lipschitz coefficients: application to large deviations
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