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. (~