On the small time asymptotics of diffusion processes on path groups
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Publication:1598522
DOI10.1023/A:1024868720071zbMath0993.60026MaRDI QIDQ1598522
Publication date: 23 May 2002
Published in: Potential Analysis (Search for Journal in Brave)
Brownian motion (60J65) Large deviations (60F10) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic calculus of variations and the Malliavin calculus (60H07) Measures (Gaussian, cylindrical, etc.) on manifolds of maps (58D20)
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