General Freidlin-Wentzell large deviations and positive diffusions
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Publication:553047
DOI10.1016/j.spl.2011.03.020zbMath1260.60044OpenAlexW2063026525MaRDI QIDQ553047
Lucia Caramellino, Paolo Baldi
Publication date: 26 July 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2011.03.020
Diffusion processes (60J60) Large deviations (60F10) Financial applications of other theories (91G80)
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