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zbMath0987.60037MaRDI QIDQ2767421

Zhixiang Zhang

Publication date: 29 January 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic differential equation contraction principle large deviation principle Girsanov theorem exponential martingale

Mathematics Subject Classification ID

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

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