Ecole d'ete de probabilités de Saint-Flour VIII-1978. Edite par P. L. Hennequin
From MaRDI portal
Publication:755252
DOI10.1007/BFb0089622zbMath0417.60001OpenAlexW2020573773MaRDI QIDQ755252
Yves Guivarc'h, Robert Azencott, Richard F. Gundy
Publication date: 1980
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bfb0089622
large deviationsHardy classmartingales and Hp spacesrandom walks on non commutative groupstwo parameter martingales
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (16)
Large deviations for a Burgers'-type SPDE ⋮ On Small-Noise Equations with Degenerate Limiting System Arising from Volatility Models ⋮ A Brief Introduction to Large Deviations Theory ⋮ Asymptotics for multifactor Volterra type stochastic volatility models ⋮ Large deviations and long-time behavior of stochastic fluid queues with generalized fractional Brownian motion input ⋮ Cramér’s Theorem in Banach Spaces Revisited ⋮ Large deviations for invariant measures of general stochastic reaction-diffusion systems ⋮ Small noise asymptotics for a stochastic growth model ⋮ Large deviations of infinite intersections of events in Gaussian processes ⋮ Pathwise asymptotics for Volterra type stochastic volatility models ⋮ Strassen's law of the iterated logarithm for diffusion processes for small time ⋮ Large deviations for interacting particle systems: Applications to non-linear filtering ⋮ Pathwise asymptotics for Volterra processes conditioned to a noisy version of the Brownian motion ⋮ Moderate deviations for a class of semilinear SPDE with fractional noises ⋮ Large deviations for conditionally Gaussian processes: estimates of level crossing probability ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:3946964 Vitesses maximales de d�croissance des erreurs et tests optimaux associ�s]
This page was built for publication: Ecole d'ete de probabilités de Saint-Flour VIII-1978. Edite par P. L. Hennequin