Grandes deviations des diffusions sur les espaces de besov-orlicz et application

DOI10.1080/17442509908834182zbMath0926.60029OpenAlexW1997140968MaRDI QIDQ4238144

Youssef Ouknine, Modeste N'zi, M'hamed Eddahbi

Publication date: 15 June 1999

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509908834182

zbMATH Keywords

Schauder basislarge deviations principlediffusion processesiterated logarithm lawBesov-Orlicz spaceLévy's area process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Brownian motion (60J65) Diffusion processes (60J60) Large deviations (60F10)

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