Large deviations for affine diffusion processes on \(\mathbb R_+^m \times\mathbb R^n\)
type: Item
instance of: scholarly article
title: Large deviations for affine diffusion processes on \(\mathbb R_+^m \times\mathbb R^n\)
zbMATH Open document ID: 1309.60019
author: Wanmo Kang
author: Chulmin Kang
published in: Stochastic Processes and their Applications
publication date: 2014-08-28T00:00:00Z
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 6335115
zbMATH Keywords: large deviation principles
zbMATH Keywords: affine diffusion processes
zbMATH Keywords: affine transform formula
MaRDI profile type: Publication
full work available at URL: j.spa.2014.02.002
OpenAlex ID: W2624834460
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DOI: 10.1016/J.SPA.2014.02.002
description: scientific article; zbMATH DE number 6335115