On some degenerate large deviation problems.

Puhalskii, Anatolii A.. "On some degenerate large deviation problems.." Electronic Journal of Probability [electronic only] 9 (2004): 862-886. <http://eudml.org/doc/124683>.

@article{Puhalskii2004,
author = {Puhalskii, Anatolii A.},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {large deviations; moderate deviations; large deviation principle; diffusion processes; Itô equations; Freidlin-Wentzell theory; queues in heavy traffic},
language = {eng},
pages = {862-886},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {On some degenerate large deviation problems.},
url = {http://eudml.org/doc/124683},
volume = {9},
year = {2004},
}

TY - JOUR
AU - Puhalskii, Anatolii A.
TI - On some degenerate large deviation problems.
JO - Electronic Journal of Probability [electronic only]
PY - 2004
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 9
SP - 862
EP - 886
LA - eng
KW - large deviations; moderate deviations; large deviation principle; diffusion processes; Itô equations; Freidlin-Wentzell theory; queues in heavy traffic
UR - http://eudml.org/doc/124683
ER -