General Freidlin–Wentzell Large Deviations and positive diffusions-Reference-Cited by-同舟云学术

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General Freidlin–Wentzell Large Deviations and positive diffusions

Published:2011-08 Issue:8 Volume:81 Page:1218-1229
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Baldi P.,Caramellino L.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference9 articles.

1. Grandes déviations et applications;Azencott,1980

2. An extension of Ventsel–Freidlin estimates;Baldi,1988

3. Large Deviations and Applications;Dembo,2002

4. Large deviations for Wishart processes;Donati-Martin;Probab. Math. Statist.,2008

5. Large deviations for squares of Bessel and Ornstein–Uhlenbeck processes;Donati-Martin;Probab. Theory Related Fields,2004

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