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On large deviations for diffusion processes with measurable coefficients - MaRDI portal

On large deviations for diffusion processes with measurable coefficients (Q4891224)

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scientific article; zbMATH DE number 923425
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English
On large deviations for diffusion processes with measurable coefficients
scientific article; zbMATH DE number 923425

    Statements

    On large deviations for diffusion processes with measurable coefficients (English)
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    1995
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    large deviation problems
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    Freidlin-Gärtner approach
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    logarithmic asymptotics for long-time diffusion
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    conditions of superstability or supercontractivity
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    Identifiers