Large deviation for a discontinuous nonhomogeneous system. (Q2767248)
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scientific article; zbMATH DE number 1697270
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviation for a discontinuous nonhomogeneous system. |
scientific article; zbMATH DE number 1697270 |
Statements
29 January 2002
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large deviation principle
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Itô's formula
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Cameron-Martin-Girsanov theorem
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Large deviation for a discontinuous nonhomogeneous system. (English)
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