Open AccessOn the Pathwise Large Deviations of Stochastic Differential and Functional Differential Equations with Applications to Finance
Author(s) -
Huizhong Wu
Publication year - 2009
Publication title -
bulletin - irish mathematical society
Language(s) - English
Resource type - Journals
ISSN - 0791-5578
DOI - 10.33232/bims.0064.28.29
Subject(s) - stochastic differential equation , mathematics , differential (mechanical device) , differential equation , mathematical economics , economics , mathematical analysis , physics , thermodynamics