On the rate at which a homogeneous diffusion approaches a limit : an application of the large deviation theory of certain stochastic integrals
Title from cover.
Other Authors: | |
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Language: | eng |
Published: |
Laboratory for Information and Decision Systems, MIT]
2003
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Subjects: | |
Online Access: | http://hdl.handle.net/1721.1/2884 |
_version_ | 1811088943472443392 |
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author2 | Stroock, Daniel W. |
author_facet | Stroock, Daniel W. |
collection | MIT |
description | Title from cover. |
first_indexed | 2024-09-23T14:10:29Z |
id | mit-1721.1/2884 |
institution | Massachusetts Institute of Technology |
language | eng |
last_indexed | 2024-09-23T14:10:29Z |
publishDate | 2003 |
publisher | Laboratory for Information and Decision Systems, MIT] |
record_format | dspace |
spelling | mit-1721.1/28842019-04-11T09:43:45Z On the rate at which a homogeneous diffusion approaches a limit : an application of the large deviation theory of certain stochastic integrals Stroock, Daniel W. TK7855.M41 E3845 no.1464 Title from cover. Bibliography: p. [30] Sponsored by N.S.F. Grant MCS8310642 and by Army Research Office Grant No. DAAG29-84K-005. Daniel W. Stroock. 2003-04-29T15:25:38Z 2003-04-29T15:25:38Z 1985 http://hdl.handle.net/1721.1/2884 eng LIDS-P ; 1464 [30] p. 1145675 bytes application/pdf application/pdf Laboratory for Information and Decision Systems, MIT] |
spellingShingle | TK7855.M41 E3845 no.1464 On the rate at which a homogeneous diffusion approaches a limit : an application of the large deviation theory of certain stochastic integrals |
title | On the rate at which a homogeneous diffusion approaches a limit : an application of the large deviation theory of certain stochastic integrals |
title_full | On the rate at which a homogeneous diffusion approaches a limit : an application of the large deviation theory of certain stochastic integrals |
title_fullStr | On the rate at which a homogeneous diffusion approaches a limit : an application of the large deviation theory of certain stochastic integrals |
title_full_unstemmed | On the rate at which a homogeneous diffusion approaches a limit : an application of the large deviation theory of certain stochastic integrals |
title_short | On the rate at which a homogeneous diffusion approaches a limit : an application of the large deviation theory of certain stochastic integrals |
title_sort | on the rate at which a homogeneous diffusion approaches a limit an application of the large deviation theory of certain stochastic integrals |
topic | TK7855.M41 E3845 no.1464 |
url | http://hdl.handle.net/1721.1/2884 |