An extension of the ventcel- freidlin large deviation principle (Q5899727)
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scientific article; zbMATH DE number 4138857
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An extension of the ventcel- freidlin large deviation principle |
scientific article; zbMATH DE number 4138857 |
Statements
An extension of the ventcel- freidlin large deviation principle (English)
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1988
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nonstandard analysis
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Loeb measure
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large deviation principle
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functional stochastic differential equations
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action functional
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nonstandard representation of the action functional
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