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Publication:3979076
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zbMath0744.60027MaRDI QIDQ3979076

Paolo Baldi, Marta Sanz-Solé

Publication date: 26 June 1992

Full work available at URL: http://www.numdam.org/item?id=SPS_1991__25__345_0

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

zbMATH Keywords

contraction principleFreidlin-Venttsel' large deviations estimatesSchilder's large deviations estimates


Mathematics Subject Classification ID

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


Related Items (6)

Explicit computation of second order moments of importance sampling estimators for fractional Brownian motion ⋮ Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes ⋮ Small perturbations of random evolution equations with reflection in Hölder norm ⋮ General large deviations and functional iterated logarithm law for multivalued stochastic differential equations ⋮ Stochastic delay equations with hereditary drift: Estimates of the density ⋮ Large deviations for stochastic flows and their applications




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