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zbMath1224.60064MaRDI QIDQ3077868

Benjamin Laquerrière, Nicolas Privault

Publication date: 22 February 2011

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

zbMATH Keywords

deviation inequalities exponential jump-diffusion process forward/backward stochastic calculus

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Functional inequalities, including subadditivity, convexity, etc. (39B62) Limit theorems in probability theory (60F99)

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