Large Deviations for Double Itô Equations View Full Text


Ontology type: schema:Chapter     


Chapter Info

DATE

2001

AUTHORS

Victor Pérez-Abreu , Constantin Tudor

ABSTRACT

A large deviations principle is proved for double integro-differential Itô equations. The proof is based on an approximation for multiple stochastic integrals with random integrand by multiple Wiener-Itô integrals with deterministic integrand.

PAGES

379-399

References to SciGraph publications

  • 1996-07. Large deviations for diffusion processes in duals of nuclear spaces in APPLIED MATHEMATICS & OPTIMIZATION
  • 1980. Grandes deviations et applications in ECOLE D’ETÉ DE PROBABILITÉS DE SAINT-FLOUR VIII-1978
  • 1984. Random Perturbations of Dynamical Systems in NONE
  • 1994-10. Large deviations for a class of chaos expansions in JOURNAL OF THEORETICAL PROBABILITY
  • Book

    TITLE

    Stochastics in Finite and Infinite Dimensions

    ISBN

    978-1-4612-6643-3
    978-1-4612-0167-0

    Identifiers

    URI

    http://scigraph.springernature.com/pub.10.1007/978-1-4612-0167-0_20

    DOI

    http://dx.doi.org/10.1007/978-1-4612-0167-0_20

    DIMENSIONS

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