Large deviations for a class of planar functional stochastic differential equations

DOI10.1081/SAP-120000762zbMath0992.60032MaRDI QIDQ2765183

Tim Zajik

Publication date: 11 March 2002

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

large deviation principlejoint distributionexponential approximationfunctional stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Ordinary differential equations and systems with randomness (34F05)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Existence of strong solutions for stochastic differential equations in the plane
• Stochastic integrals in the plane
• Differentiation formulas for stochastic integrals in the plane
• Limit theorems on large deviations for semimartingales
• An introduction to the theory of large deviations

This page was built for publication: Large deviations for a class of planar functional stochastic differential equations