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Large deviations for a class of planar functional stochastic differential equations - MaRDI portal

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Large deviations for a class of planar functional stochastic differential equations (Q2765183)

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scientific article; zbMATH DE number 1694200
Language Label Description Also known as
English
Large deviations for a class of planar functional stochastic differential equations
scientific article; zbMATH DE number 1694200

    Statements

    title
    Large deviations for a class of planar functional stochastic differential equations (English)
    0 references
    author
    Tim Zajik
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    publication date
    11 March 2002
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    zbMATH Keywords
    large deviation principle
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    functional stochastic differential equations
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    joint distribution
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    exponential approximation
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    reviewed by
    Yonghui Wu
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    Identifiers

    DOI
    10.1081/SAP-120000762
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    Mathematics Subject Classification ID
    60F10
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    60H10
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    34F05
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    zbMATH DE Number
    1694200
    0 references
     
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