The Freidlin-wentzell Ldp with Rapidly Growing Coefficients
نویسنده
چکیده
The Large Deviations Principle (LDP) is verified for a homogeneous diffusion process with respect to a Brownian motion Bt,
منابع مشابه
Sample Path Large Deviations and Optimal Importance Sampling for Stochastic Volatility Models
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تاریخ انتشار 2006