Laplace approximation for stochastic line integrals

DOI10.1007/s00440-008-0140-3zbMath1181.60038OpenAlexW2014839573MaRDI QIDQ1017895

Kazumasa Kuwada

Publication date: 13 May 2009

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-008-0140-3

zbMATH Keywords

large deviationsLaplace approximationempirical measuresstochastic line integrals

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes and stochastic analysis on manifolds (58J65) Convergence of probability measures (60B10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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Cites Work

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