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Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/151919
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dc.contributor.authorMillet, Annie-
dc.contributor.authorSanz-Solé, Marta-
dc.contributor.authorNualart, David, 1951--
dc.date.accessioned2020-03-04T09:30:41Z-
dc.date.available2020-03-04T09:30:41Z-
dc.date.issued1990-
dc.identifier.urihttp://hdl.handle.net/2445/151919-
dc.descriptionPreprint enviat per a la seva publicació en una revista científica: Stochastic Analysis. Liber Amicorum for Moshe Zakai. Book 991, Pages 383-305. [https://doi.org/10.1016/B978-0-12-481005-1.50026-0]ca
dc.description.abstractThe purpose of this note is to present a general result on the composition of large deviation principies (Theorem 1.2) and to apply this theorem to obtain large deviations estimates for solutions of anticipating stochastic differential equations. This problem was suggested to us by G. Benarous and we would like to thank him for his stimulating remaks...ca
dc.format.extent13 p.-
dc.format.mimetypeapplication/pdf-
dc.language.isoengca
dc.publisherUniversitat de Barcelonaca
dc.relation.isformatofReproducció digital del document original en paper [CRAI Biblioteca de Matemàtiques i Informàtica - Dipòsit Departament CAIXA 32.23]-
dc.relation.ispartofseriesMathematics Preprint Series; 83ca
dc.rights(c) Annie Millet et al., 1990-
dc.sourcePreprints de Matemàtiques - Mathematics Preprint Series-
dc.subject.classificationTeorema del límit central-
dc.subject.classificationEquacions integrals estocàstiques-
dc.subject.otherUniversitat de Barcelona. Institut de Matemàtica-
dc.titleComposition of large deviation principles and applicatonsca
dc.typeinfo:eu-repo/semantics/articleca
dc.typeinfo:eu-repo/semantics/submittedVersion-
dc.rights.accessRightsinfo:eu-repo/semantics/openAccessca
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