Moderate deviations type evaluation for integral functionals of diffusion processes

R. Liptser*, V. Spokoiny

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

11 Scopus citations

Fingerprint

Dive into the research topics of 'Moderate deviations type evaluation for integral functionals of diffusion processes'. Together they form a unique fingerprint.

Keyphrases

Mathematics