Abstract
We establish a large deviations type evaluation for the family of integral functionals.
Citation
R. Liptser. V. Spokoiny. "Moderate Deviations Type Evaluation for Integral Functionals of Diffusion Processes." Electron. J. Probab. 4 1 - 25, 1999. https://doi.org/10.1214/EJP.v4-54
Information
Accepted: 15 September 1999; Published: 1999
First available in Project Euclid: 4 March 2016
zbMATH: 0932.60030
MathSciNet: MR1741723
Digital Object Identifier: 10.1214/EJP.v4-54
Subjects:
Primary:
60F10
Keywords:
diffusion
,
large deviations
,
Moderate deviations
