An introduction to the theory of large deviations

DOI10.1007/BF02925135zbMath0651.60032MaRDI QIDQ5903715

Paolo Baldi

Publication date: 1986

Published in: Rendiconti del Seminario Matematico e Fisico di Milano (Search for Journal in Brave)

zbMATH Keywords

large deviationsStrassen's functional iterated logarithmVentsel- Freidlin theory

Mathematics Subject Classification ID

Large deviations (60F10)

Cites Work

• Unnamed Item
• Large deviations and functional iterated logarithm law for diffusion processes
• New approach to the semiclassical limit of quantum mechanics. I: Multiple tunnelings in one dimension
• Exit probabilities and optimal stochastic control
• [https://portal.mardi4nfdi.de/wiki/Publication:3339856 On the functional form of L�vy's modulus of continuity for Brownian motion]
• [https://portal.mardi4nfdi.de/wiki/Publication:3914144 A unification of Strassen's law and L�vy's modulus of continuity]
• ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
• Some Asymptotic Formulas for Wiener Integrals
• Some Problems Concerning Stability under Small Random Perturbations

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