Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control (Q2657911)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control |
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Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control (English)
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18 March 2021
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large deviations
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Wiener space
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Sanov theorem
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Schilder theorem
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nonexponential
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BSDE
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Schrödinger problem
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stochastic control
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