Large deviations for stochastic flows and their applications

DOI10.1007/BF02878977zbMath1001.60061OpenAlexW2017797562MaRDI QIDQ1609704

Fu Qing Gao, Jiangang Ren

Publication date: 15 August 2002

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02878977

zbMATH Keywords

diffusionstochastic differential equationcapacitylarge deviationstochastic flowsanticipating stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Stochastic calculus of variations and the Malliavin calculus (60H07) PDEs with randomness, stochastic partial differential equations (35R60) Applications of functional analysis in probability theory and statistics (46N30)

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