scientific article; zbMATH DE number 919354
From MaRDI portal
Publication:4889024
zbMath0863.60052MaRDI QIDQ4889024
Publication date: 17 March 1997
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Large deviations (60F10)
Related Items (7)
A comparison of homogenization and large deviations, with applications to wavefront propagation ⋮ On large deviations for SDEs with small diffusion and averaging. ⋮ The local principle of large deviations for solutions of Itô stochastic equations with quick drift ⋮ Large deviations for solutions of one dimensional Itô equations ⋮ Local large deviation principle for Wiener process with random resetting ⋮ BSDE with jumps and non-Lipschitz coefficients: application to large deviations ⋮ On functional limit theorems for solutions of stochastic equations
This page was built for publication: