Large deviation principle for complex solution to squared Bessel SDE

DOI10.1214/24-ECP632MaRDI QIDQ6654861

Arnab Chowdhury, Atul Shekhar

Publication date: 20 December 2024

Published in: Electronic Communications in Probability (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationlarge deviation principleBessel processesSchramm-Loewner-evolutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10)

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