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Article
Data sources: zbMATH Open
Theory of Probability and Its Applications
Article . 1996 . Peer-reviewed
Data sources: Crossref
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Large Deviations for Solutions of Stochastic Equations

Large deviations for solutions of stochastic equations
Authors: Makhno, S. Ya.;

Large Deviations for Solutions of Stochastic Equations

Abstract

Let \(D([0,T]; R^d)\) be a Skorokhod space, \(\mu^\varepsilon(A)=P\{\xi^\varepsilon(\cdot)\in A\}\), \(A\in {\mathcal B}(D([0,T]; R^d))\), \(\varepsilon > 0\), be a family of probability measures, corresponding to the \(d\)-dimensional locally infinitely divisible processes \(\xi^\varepsilon(t)\), \(t\geq 0\), \(\varepsilon > 0\), defined on some filtered probability space. A general principle of large deviations is proved for the family \(\{\mu^\varepsilon\), \(\varepsilon>0\}\) in terms of the local characteristics of \(\xi^\varepsilon\), \(\varepsilon>0\). Some special cases are discussed in detail.

Keywords

Generalizations of martingales, Large deviations, semimartingale, infinitely divisible processes, large deviations, Stochastic ordinary differential equations (aspects of stochastic analysis)

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
3
Average
Average
Average
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