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Large deviations for one dimensional diffusions with a strong drift - MaRDI portal

Large deviations for one dimensional diffusions with a strong drift (Q1039064)

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scientific article; zbMATH DE number 5636548
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Large deviations for one dimensional diffusions with a strong drift
scientific article; zbMATH DE number 5636548

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    Large deviations for one dimensional diffusions with a strong drift (English)
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    20 November 2009
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    large deviations
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    diffusion processes
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    stochastic differential equations
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