scientific article

zbMath1248.60034MaRDI QIDQ2905808

Mario Abundo, Gabriele Stabile, Claudio Macci

Publication date: 28 August 2012

Full work available at URL: http://www.math.uni.wroc.pl/~pms/files/32.1/Abstract/32.1.3.abs.pdf

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

zbMATH Keywords

large deviationsFreidlin-Wentzell theorymost likely path

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Diffusion processes (60J60) Large deviations (60F10)

Related Items (1)

Asymptotics of two-boundary first-exit-time densities for Gauss-Markov processes

This page was built for publication: