Large Deviation Principle for complex solution to squared Bessel SDE

arXiv2311.11635MaRDI QIDQ6460004

Atul Shekhar, Arnab Chowdhury

Publication date: 20 November 2023

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10)

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