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1999 Moderate Deviations Type Evaluation for Integral Functionals of Diffusion Processes
R. Liptser, V. Spokoiny
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Electron. J. Probab. 4: 1-25 (1999). DOI: 10.1214/EJP.v4-54

Abstract

We establish a large deviations type evaluation for the family of integral functionals.

Citation

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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

Vol.4 • 1999
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