Large deviations for stochastic Flows and anticipating SDEs In besov-orlicz spaces

DOI10.1080/17442509808834151zbMath0902.60026OpenAlexW2015155221MaRDI QIDQ4390914

Annie Millet, Mohamed Mellouk

Publication date: 2 December 1998

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

Full work available at URL: https://doi.org/10.1080/17442509808834151

zbMATH Keywords

stochastic flowBesov-Orlicz spacesanticipating calculusCiesielski isomorphismFreidlin- Wentzell inequality

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Large deviations (60F10) Sample path properties (60G17)

Related Items (2)

Pathwise large deviations for white noise chaos expansions ⋮ Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales

This page was built for publication: Large deviations for stochastic Flows and anticipating SDEs In besov-orlicz spaces