Large deviations for stochastic flows and their applications

Author:

Gao Fuqing,Ren Jiagang

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics

Reference21 articles.

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2. Gao, F. Q., Large deviations of (r, p)-capacities for diffusion processes, Advances in Math. (in Chinese), 1996, 25: 500–509.

3. Millet, A., Nualrut, D., Sanz, M., Large deviations for a class of anticipating stochastic Merentid equations, Ann. Prob., 1993, 20: 1902–1931.

4. Millet, A., Nualart, D., Sans, M., Composition of large deviation principles and applications, in Stochastic Analysis (ed. Mayer, E.), San Diego: Academic Reas, 1991, 383–395.

5. Ocone, D., Pardoux, E., A generalized ItöVentzell formula, Applications to a class of anticipating stochastic differential equations, Ann. Inst. Poincd, Sect. B, 1989, 25: 39–71.

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