Moderate deviations type evaluation for integral functionals of diffusion processes.

Liptser, R., and Spokoiny, V.. "Moderate deviations type evaluation for integral functionals of diffusion processes.." Electronic Journal of Probability [electronic only] 4 (1999): Paper No. 17, 25 p.-Paper No. 17, 25 p.. <http://eudml.org/doc/120154>.

@article{Liptser1999,
author = {Liptser, R., Spokoiny, V.},
journal = {Electronic Journal of Probability [electronic only]},
language = {eng},
pages = {Paper No. 17, 25 p.-Paper No. 17, 25 p.},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Moderate deviations type evaluation for integral functionals of diffusion processes.},
url = {http://eudml.org/doc/120154},
volume = {4},
year = {1999},
}

TY - JOUR
AU - Liptser, R.
AU - Spokoiny, V.
TI - Moderate deviations type evaluation for integral functionals of diffusion processes.
JO - Electronic Journal of Probability [electronic only]
PY - 1999
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 4
SP - Paper No. 17, 25 p.
EP - Paper No. 17, 25 p.
LA - eng
UR - http://eudml.org/doc/120154
ER -