Large-deviation principle for conditional distributions of diffusion processes

zbMath0958.60029MaRDI QIDQ1567745

A. P. Serebrovskij, Marina Kleptsyna

Publication date: 9 April 2001

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

large deviationdiffusion processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10)

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