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 Electronic Journal of Probability > Vol. 4 (1999) > Paper 17 open journal systems 


Moderate Deviations Type Evaluation for Integral Functionals of Diffusion Processes

R. Liptser, Tel Aviv University
V. Spokoiny, Weierstrass Institute for Applied Analysis and Stochastics


Abstract
We establish a large deviations type evaluation for the family of integral functionals


Full text: PDF

Pages: 1-25

Published on: September 15, 1999
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Electronic Journal of Probability. ISSN: 1083-6489