Moderate deviations type evaluation for integral functionals of diffusion processes
type: Item
instance of: scholarly article
title: Moderate deviations type evaluation for integral functionals of diffusion processes
zbMATH Open document ID: 0932.60030
published in: Electronic Journal of Probability
publication date: 1999-10-26T00:00:00Z
full work available at URL: https://eudml.org/doc/120154
full work available at URL: paper17.abs.html
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 1353092
author: R. Liptser
author: V. G. Spokoiny
MaRDI profile type: Publication
DOI: 10.1214/EJP.V4-54
Recommended article: Q3500461
Recommended article: Moderate deviations of functional of Markov Processes
Recommended article: Moderate deviations for functional \(U\)-processes
Recommended article: Moderate Deviations for a Diffusion-Type Process in a Random Environment
Recommended article: Moderate deviations for parameter estimation in some time inhomogeneous diffusions
Recommended article: Moderate deviations for diffusions with Brownian potentials
Recommended article: Moderate deviation principle for a class of stochastic partial differential equations
Recommended article: Q4512147
description: scientific article; zbMATH DE number 1353092