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On Large Deviations for Systems of Itô Stochastic Equations

✍ Scribed by Veretennikov, A. Yu.


Book ID
118226829
Publisher
Society for Industrial and Applied Mathematics
Year
1992
Tongue
English
Weight
862 KB
Volume
36
Category
Article
ISSN
0040-585X

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Large deviations for stable Itô equation
✍ C. Tudor 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 353 KB

P6rez-Abreu and Tudor (1994) have proved a general extended contraction principle for large deviations. In the present paper we apply this criterion in order to prove large deviations for stable It6 equations. (~