Add to ORKGWe will examine the theory of large deviations through three concrete examples. We will work them out fully and in the process develop the subject. The first example is the exit problem. We consider the Dirichlet proble
This is an introductory course on the methods of computing asymptotics of probabilities of rare even...
SIGLEAvailable from British Library Document Supply Centre-DSC:DXN019854 / BLDSC - British Library D...
We discuss the large deviation principle of stochastic processes as random elements of l∞(T). We sho...
The theory of large deviations deals with rates at which probabilities of certain events decay as a ...
The theory of large deviations deals with rates at which probabilities of certain events decay as a ...
The purpose of this paper is to present a general result on the composition of large deviation princ...
This thesis collect some of the main results in the theory of Large Deviations for diffusion process...
This is the second printing of the book first published in 1988. The first four chapters of the volu...
SIGLEAvailable from British Library Document Supply Centre-DSC:4335.26206(98-05) / BLDSC - British L...
We use process level large deviation analysis to obtain the rate function for a general family of oc...
This book reviews the basic ideas of the Law of Large Numbers with its consequences to the determini...
In this text we survey some large deviation results for diffusion processes. The first chapters pres...
AbstractWe consider the exit problem for an asymptotically small random perturbation of a stable dyn...
Preprint enviat per a la seva publicació en una revista científica: Stochastic Analysis. Liber Amico...
In the view of many probabilists, author Anatolii Puhalskii''s research results stand among the most...
This is an introductory course on the methods of computing asymptotics of probabilities of rare even...
SIGLEAvailable from British Library Document Supply Centre-DSC:DXN019854 / BLDSC - British Library D...
We discuss the large deviation principle of stochastic processes as random elements of l∞(T). We sho...
The theory of large deviations deals with rates at which probabilities of certain events decay as a ...
The theory of large deviations deals with rates at which probabilities of certain events decay as a ...
The purpose of this paper is to present a general result on the composition of large deviation princ...
This thesis collect some of the main results in the theory of Large Deviations for diffusion process...
This is the second printing of the book first published in 1988. The first four chapters of the volu...
SIGLEAvailable from British Library Document Supply Centre-DSC:4335.26206(98-05) / BLDSC - British L...
We use process level large deviation analysis to obtain the rate function for a general family of oc...
This book reviews the basic ideas of the Law of Large Numbers with its consequences to the determini...
In this text we survey some large deviation results for diffusion processes. The first chapters pres...
AbstractWe consider the exit problem for an asymptotically small random perturbation of a stable dyn...
Preprint enviat per a la seva publicació en una revista científica: Stochastic Analysis. Liber Amico...
In the view of many probabilists, author Anatolii Puhalskii''s research results stand among the most...
This is an introductory course on the methods of computing asymptotics of probabilities of rare even...
SIGLEAvailable from British Library Document Supply Centre-DSC:DXN019854 / BLDSC - British Library D...
We discuss the large deviation principle of stochastic processes as random elements of l∞(T). We sho...