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Large deviations and support t...
Čujuhandieđut
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Bissovaš liŋka
Large deviations and support theorem for diffusion processes via rough paths
Bibliográfalaš dieđut
Váldodahkkit:
Ledoux, M
,
Qian, Z
,
Zhang, T
Materiálatiipa:
Journal article
Almmustuhtton:
2002
Oažžasuvvandieđut
Govvádus
Geahča maid
Bargiidšearbma
Geahča maid
Quasi-sure existence of gaussian rough paths and large deviation principles for capacities
Dahkki: Boedihardjo, H, et al.
Almmustuhtton: (2016)
A support and density theorem for Markovian rough paths
Dahkki: Chevyrev, IA, et al.
Almmustuhtton: (2018)
An extension theorem to rough paths
Dahkki: Lyons, T, et al.
Almmustuhtton: (2007)
The discounted limit theorems for large deviations
Dahkki: Dovilė Deltuvienė, et al.
Almmustuhtton: (2003-12-01)
Discounted payments theorems for large deviations
Dahkki: Aurelija Kasparavičiūtė, et al.
Almmustuhtton: (2016-12-01)