Large deviations for multi-scale jump-diffusion processes
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Publication:516019
DOI10.1016/j.spa.2016.07.016zbMath1358.60047arXiv1503.05990OpenAlexW1742944887MaRDI QIDQ516019
Publication date: 20 March 2017
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1503.05990
Large deviations (60F10) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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