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
Link To Document :
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