Large deviations and support theorem for diffusion processes via rough paths

Stochastic Processes and their Applications

Volumn 102, Issue 2, 2002, Pages 265-283

  Ledoux, M ^a   Qian, Z ^a   Zhang, T ^b  

^a INSTITUT DE MATHÉMATIQUES DE TOULOUSE   (France)

^b UNIVERSITY OF MANCHESTER   (United Kingdom)

Author keywords

Diffusion processes; Large deviation principle; Rough paths; Support theorem

Indexed keywords

EID: 0036887749     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(02)00176-X     Document Type: Article

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