Composition of large deviation principles and applicatons
| dc.contributor.author | Millet, Annie | |
| dc.contributor.author | Sanz-Solé, Marta | |
| dc.contributor.author | Nualart, David, 1951- | |
| dc.date.accessioned | 2020-03-04T09:30:41Z | |
| dc.date.available | 2020-03-04T09:30:41Z | |
| dc.date.issued | 1990 | |
| dc.description | Preprint 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.abstract | The 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.extent | 13 p. | |
| dc.format.mimetype | application/pdf | |
| dc.identifier.uri | https://hdl.handle.net/2445/151919 | |
| dc.language.iso | eng | ca |
| dc.publisher | Universitat de Barcelona | ca |
| dc.relation.isformatof | Reproducció digital del document original en paper [CRAI Biblioteca de Matemàtiques i Informàtica - Dipòsit Departament CAIXA 32.23] | |
| dc.relation.ispartofseries | Mathematics Preprint Series; 83 | ca |
| dc.rights | (c) Annie Millet et al., 1990 | |
| dc.rights.accessRights | info:eu-repo/semantics/openAccess | ca |
| dc.source | Preprints de Matemàtiques - Mathematics Preprint Series | |
| dc.subject.classification | Teorema del límit central | |
| dc.subject.classification | Equacions integrals estocàstiques | |
| dc.subject.other | Universitat de Barcelona. Institut de Matemàtica | |
| dc.title | Composition of large deviation principles and applicatons | ca |
| dc.type | info:eu-repo/semantics/article | ca |
| dc.type | info:eu-repo/semantics/submittedVersion |
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