✦ LIBER ✦

A function space large deviation principle for certain stochastic integrals

✍ Scribed by J. D. Deuschel; D. W. Stroock

Publisher: Springer
Year: 1989
Tongue: English
Weight: 977 KB
Volume: 83
Category: Article
ISSN: 1432-2064
DOI: 10.1007/bf00333151

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Large Deviation Principle for Stochast

A Large Deviation Principle for Stochastic Integrals

✍ Jorge Garcia 📂 Article 📅 2007 🏛 Springer US 🌐 English ⚖ 495 KB

A large deviation principle for (r,p)-ca

A large deviation principle for (r,p)-capacities on the Wiener space

✍ Nobuo Yoshida 📂 Article 📅 1993 🏛 Springer 🌐 English ⚖ 549 KB

Stochastic models for bond prices, funct

Stochastic models for bond prices, function space integrals and immunization theory

✍ John A. Beekman; Elias S.W. Shiu 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 964 KB

Sharp large deviation estimates for a ce

Sharp large deviation estimates for a certain class of sets on the Wiener space

✍ Carles Rovira; Samy Tindel 📂 Article 📅 2000 🏛 Elsevier Science 🌐 French ⚖ 204 KB

A functional large deviations principle

A functional large deviations principle for quadratic forms of Gaussian stationary processes

✍ F. Gamboa; A. Rouault; M. Zani 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 113 KB

A functional large deviations principle is proved for quadratic forms of centered stationary Gaussian processes indexed by discrete or continuous time.

A Large Deviation Principle for Symmetri

A Large Deviation Principle for Symmetric Markov Processes with Feynman–Kac Functional

✍ Masayoshi Takeda 📂 Article 📅 2010 🏛 Springer US 🌐 English ⚖ 943 KB