Large deviations and the Malliavin calculus
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Publication:792536
zbMath0537.35003MaRDI QIDQ792536
Publication date: 1984
Published in: Progress in Mathematics (Search for Journal in Brave)
Gaussian processesMalliavin calculusdiffusion processeshypoelliptic diffusionsstochastic analysis on manifoldslarge deviation techniques
Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical computation of solutions to systems of equations (65H10) Asymptotic behavior of solutions to PDEs (35B40) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65) Research exposition (monographs, survey articles) pertaining to partial differential equations (35-02)
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