Large deviation of diffusion processes with discontinuous drift and their occupation times. (Q1872505)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Large deviation of diffusion processes with discontinuous drift and their occupation times. |
scientific article; zbMATH DE number 1906349
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviation of diffusion processes with discontinuous drift and their occupation times. |
scientific article; zbMATH DE number 1906349 |
Statements
Large deviation of diffusion processes with discontinuous drift and their occupation times. (English)
0 references
6 May 2003
0 references
Ventsel-Freidlin theory
0 references
local time
0 references
Cameron-Martin-Girsanov formula
0 references
large deviation principle
0 references
0 references
0 references
