Large deviation of small perturbation of some unstable systems (Q3128356)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviation of small perturbation of some unstable systems |
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Large deviation of small perturbation of some unstable systems (English)
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16 October 1997
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Ventcel-Freidlin theory
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local time
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Cameron-Martin-Girsanov formula
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random time change
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large deviation principle
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