Large deviations for a class of anticipating stochastic differential equations
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Publication:1203661
DOI10.1214/aop/1176989535zbMath0769.60053OpenAlexW2095170669MaRDI QIDQ1203661
Marta Sanz-Solé, David Nualart, Annie Millet
Publication date: 22 February 1993
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176989535
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10)
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