On approximate large deviations for 1D diffusion.
Georgian Mathematical Journal (2003)
- Volume: 10, Issue: 2, page 381-399
- ISSN: 1072-947X
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topVeretennikov, A. Yu.. "On approximate large deviations for 1D diffusion.." Georgian Mathematical Journal 10.2 (2003): 381-399. <http://eudml.org/doc/50837>.
@article{Veretennikov2003,
author = {Veretennikov, A. Yu.},
journal = {Georgian Mathematical Journal},
keywords = {Itô equation; Euler scheme; large deviations},
language = {eng},
number = {2},
pages = {381-399},
publisher = {Walter de Gruyter},
title = {On approximate large deviations for 1D diffusion.},
url = {http://eudml.org/doc/50837},
volume = {10},
year = {2003},
}
TY - JOUR
AU - Veretennikov, A. Yu.
TI - On approximate large deviations for 1D diffusion.
JO - Georgian Mathematical Journal
PY - 2003
PB - Walter de Gruyter
VL - 10
IS - 2
SP - 381
EP - 399
LA - eng
KW - Itô equation; Euler scheme; large deviations
UR - http://eudml.org/doc/50837
ER -
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