The local principle of large deviations for solutions of Itô stochastic equations with quick drift
type: Item
instance of: scholarly article
title: The local principle of large deviations for solutions of Itô stochastic equations with quick drift
zbMATH Open document ID: 1350.60023
author: Artem Vasil'evich Logachov
published in: Journal of Mathematical Sciences (New York)
publication date: 2016-10-21T00:00:00Z
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H20
zbMATH DE Number: 6641781
zbMATH Keywords: Itô stochastic equations
zbMATH Keywords: large deviations
zbMATH Keywords: rate function
MaRDI profile type: Publication
full work available at URL: s10958-016-3008-6
OpenAlex ID: W2514001027
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DOI: 10.1007/S10958-016-3008-6
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description: scientific article; zbMATH DE number 6641781