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Found 16 Documents (Results 1–16)

Moderate deviations for a diffusion-type process in a random environment. (English. Russian original) Zbl 1197.60094

Theory Probab. Appl. 54, No. 1, 29-50 (2009); translation from Teor. Veroyatn. Primen. 54, No. 1, 39-62 (2009).
MSC:  60K37 60F10 60J60
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On asymptotics of Banach space-valued Itô functionals of Brownian rough paths. (English) Zbl 1176.60045

Benth, Fred Espen (ed.) et al., Stochastic analysis and applications. The Abel symposium 2005. Proceedings of the second Abel symposium, Oslo, Norway, July 29 – August 4, 2005, held in honor of Kiyosi Itô. Berlin: Springer (ISBN 978-3-540-70846-9/hbk). Abel Symposia 2, 415-434 (2007).
MSC:  60H10 60H25 47E05
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Freidlin-Wentzell large deviations in Hölder norm. (Grandes déviations de Freidlin-Wentzell en norme Höldérienne.) (French) Zbl 0811.60019

Azéma, Jacques (ed.) et al., Séminaire de Probabilités XXVIII. Berlin: Springer-Verlag. Lect. Notes Math. 1583, 293-299 (1994).
MSC:  60F10
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