On large deviation estimates for two parameter diffusion processes and applications

DOI10.1080/17442509408833928zbMath0831.60041OpenAlexW2138383688MaRDI QIDQ4853902

Modeste N'zi

Publication date: 25 January 1996

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

Full work available at URL: https://doi.org/10.1080/17442509408833928

zbMATH Keywords

stochastic differential equationslarge deviationsdiffusion processesfunctional law of the iterated logarithmmultiparameter processes

Mathematics Subject Classification ID

Brownian motion (60J65) Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (4)

Strassen theorem in Hölder norm for some Brownian functionals ⋮ Exponential inequalities for two-parameter martingales ⋮ Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space ⋮ Freidliln–Wentzell type estimates for solutions of hyperbolic SPDEs in Besov–Orlicz spaces and applications

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