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Problemy Peredachi Informatsii, 1999, Volume 35, Issue 2, Pages 83–89 (Mi ppi445)  
Large Systems

Large-Deviation Principle for Conditional Distributions of Diffusion Processes

M. L. Kleptsyna, A. P. Serebrovskii
Full-text PDF (529 kB)
Abstract: The large-deviation principle for measures corresponding to marginal conditional distributions of diffusion processes is considered.
Received: 06.08.1998
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:519.27
Language: Russian
Citation: M. L. Kleptsyna, A. P. Serebrovskii, “Large-Deviation Principle for Conditional Distributions of Diffusion Processes”, Probl. Peredachi Inf., 35:2 (1999), 83–89; Problems Inform. Transmission, 35:2 (1999), 166–171
Citation in format AMSBIB
\Bibitem{KleSer99}
\by M.~L.~Kleptsyna, A.~P.~Serebrovskii
\paper Large-Deviation Principle for Conditional Distributions of Diffusion Processes
\jour Probl. Peredachi Inf.
\yr 1999
\vol 35
\issue 2
\pages 83--89
\mathnet{http://mi.mathnet.ru/ppi445}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1728910}
\zmath{https://zbmath.org/?q=an:0958.60029}
\transl
\jour Problems Inform. Transmission
\yr 1999
\vol 35
\issue 2
\pages 166--171
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    		Проблемы передачи информации Problems of Information Transmission
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