Large deviations for one dimensional diffusions with a strong drift.

Voss, Jochen

Electronic Journal of Probability [electronic only] (2008)

  • Volume: 13, page 1479-1528
  • ISSN: 1083-589X

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Voss, Jochen. "Large deviations for one dimensional diffusions with a strong drift.." Electronic Journal of Probability [electronic only] 13 (2008): 1479-1528. <http://eudml.org/doc/229885>.

@article{Voss2008,
author = {Voss, Jochen},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {large deviations; diffusion processes; stochastic differential equations},
language = {eng},
pages = {1479-1528},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Large deviations for one dimensional diffusions with a strong drift.},
url = {http://eudml.org/doc/229885},
volume = {13},
year = {2008},
}

TY - JOUR
AU - Voss, Jochen
TI - Large deviations for one dimensional diffusions with a strong drift.
JO - Electronic Journal of Probability [electronic only]
PY - 2008
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 13
SP - 1479
EP - 1528
LA - eng
KW - large deviations; diffusion processes; stochastic differential equations
UR - http://eudml.org/doc/229885
ER -

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