Freidlin-Wentzell's large deviations for homeomorphism flows of non-Lipschitz SDEs

Bulletin des Sciences Mathematiques

Volumn 129, Issue 8, 2005, Pages 643-655

  Ren, Jiagang ^a,b   Zhang, Xicheng ^a  

^a HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^b SUN YAT SEN UNIVERSITY   (China)

Author keywords

Freidlin Wentzell large deviation; Homeomorphism flows; Non Lipschitz SDE

Indexed keywords

EID: 24644487849     PISSN: 00074497     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.bulsci.2004.12.005     Document Type: Article

References (9)

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