On large deviations for approximations of SDEs

DOI10.1007/S00440-002-0235-1zbMATH Open1014.60061OpenAlexW2117565027MaRDI QIDQ1871746

A. Yu. Veretennikov

Publication date: 4 May 2003

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-002-0235-1

zbMATH Keywords

rate functionsufficient conditionsEuler approximation

Mathematics Subject Classification ID

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

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