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Estimations de grandes déviations pour les processus de diffusion a paramètre multidimensionnel

Part of the Lecture Notes in Mathematics book series (SEMPROBAB,volume 1204)

Keywords

  • Strong Martingale
  • Wiener Classique
  • Grandes Deviation
  • Resolution Stochastique
  • Mouvement Brownien

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Références

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© 1986 Springer-Verlag

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Doss, H., Dozzi, M. (1986). Estimations de grandes déviations pour les processus de diffusion a paramètre multidimensionnel. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XX 1984/85. Lecture Notes in Mathematics, vol 1204. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0075713

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  • DOI: https://doi.org/10.1007/BFb0075713

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-16779-2

  • Online ISBN: 978-3-540-39860-8

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