Variational representations for continuous time processes
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Publication:720739
DOI10.1214/10-AIHP382zbMath1231.60018OpenAlexW2024490169MaRDI QIDQ720739
Paul Dupuis, Amarjit Budhiraja, Vasileios Maroulas
Publication date: 11 October 2011
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/242555
stochastic differential equationslarge deviationsPoisson random measurejump-diffusionsinfinite-dimensional Brownian motionvariational representation
Processes with independent increments; Lévy processes (60G51) Large deviations (60F10) Ordinary differential equations and systems with randomness (34F05) Stochastic integrals (60H05) Random measures (60G57)
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