Some problems of large deviations. (English) Zbl 0472.60028

Stochastic differential systems, Proc. 3rd IFIP-WG 7/1 Work. Conf., Visegrad/Hung. 1980, Lect. Notes Contr. Inf. Sci. 36, 41-46 (1981).


60F10 Large deviations
60J65 Brownian motion
60K35 Interacting random processes; statistical mechanics type models; percolation theory
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)