Title of article
Large Deviations for Semilinear Differential Stochastic Equations with Dissipative Non-linearities
Author/Authors
Fantozzi، Marco نويسنده ,
Pages
-126
From page
127
To page
0
Abstract
Some problems about the asymptotics of the first-passage time of a one-dimensional diffusion process through a stochastic, as well as deterministic one-sided boundary are studied, generalizing the analogous results found by Peskir and Shiryaev for Brownian motion.
Keywords
Large deviations , Martingale difference sequence
Journal title
Astroparticle Physics
Record number
65549
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