Skip to main content

Large deviations and the functional Levy’s modulus for invariant diffusions

Part of the Lecture Notes in Mathematics book series (LNM,volume 1444)

This is a preview of subscription content, access via your institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   54.99
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   69.99
Price excludes VAT (Canada)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Bibliography

  1. Azencott R.: Grandes Deviations et applications. In Ecole d’Eté de Probabilité de St. Flour VIII 1978, Lect. Notes Math. 774, Springer: Berlin-Heidelberg-New York, 1980.

    Google Scholar 

  2. Baldi P.: Large Deviations and Functional Iterated law for Diffusion Processes. Z. Wahrscheinlichkeitstheorie verw. Gebiete 71, 435–453 (1986).

    MathSciNet  MATH  Google Scholar 

  3. Baldi P., Chaleyat-Maurel M.: Sur l’équivalent du module de continuité des processus de Diffusion. In Séminaire de Probabilités XXI, Lect. Notes Math. 1247, Springer: Berlin-Heidelberg-New York (1987).

    CrossRef  Google Scholar 

  4. De Acosta A.: On the Functional Form of Levy’s Modulus of continuity for Brownian Motion. Z. Wahrscheinlichkeitstheorie verw. Gebiete 69, 567–579 (1985).

    CrossRef  MATH  Google Scholar 

  5. Freidlin M.I., Wentzell A.D.: On Small Random Perturbations of Dynamical Systems. Russian Math. Surveys 25, 1–55 (1970).

    MathSciNet  MATH  Google Scholar 

  6. Freidlin M.I., Wentzell A.D.: Random Perturbations of Dynamical Systems. Springer: Berlin-Heidelberg-New York, 1980.

    MATH  Google Scholar 

  7. Mueller C.: A Unification of Strassen Law and Levy’s Modulus of Continuity. Z. Wahrscheinlichkeitstheorie verw. Gebiete 56, 163–179 (1981).

    CrossRef  MathSciNet  MATH  Google Scholar 

  8. Roynette B.: Croissance et Mouvements Browniens d’un Groupe de Lie Nilpotent simplement connexe. Z. Wahrscheinlichkeitstheorie verw. Gebiete 32, 133–138 (1975).

    CrossRef  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and Permissions

Copyright information

© 1990 Springer-Verlag

About this paper

Cite this paper

Baldi, P. (1990). Large deviations and the functional Levy’s modulus for invariant diffusions. In: Korezlioglu, H., Ustunel, A.S. (eds) Stochastic Analysis and Related Topics II. Lecture Notes in Mathematics, vol 1444. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0083616

Download citation

  • DOI: https://doi.org/10.1007/BFb0083616

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-53064-0

  • Online ISBN: 978-3-540-46596-6

  • eBook Packages: Springer Book Archive