Large deviation principle for invariant distributions of memory gradient diffusions

Gadat, Sébastien, Panloup, Fabien and Pellegrini, C. (2013) Large deviation principle for invariant distributions of memory gradient diffusions. Electronic Journal of Probability, 18. pp. 1-34.

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Official URL: http://tse-fr.eu/pub/28482
Item Type: Article
Language: English
Date: 2013
Refereed: Yes
Subjects: B- ECONOMIE ET FINANCE
Divisions: TSE-R (Toulouse)
Site: UT1
Date Deposited: 16 Mar 2015 14:50
Last Modified: 07 Mar 2018 13:23
OAI ID: oai:tse-fr.eu:28482
URI: http://publications.ut-capitole.fr/id/eprint/16574

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