Probl. Peredachi Inf., 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
Abstract:
The large-deviation principle for measures corresponding to marginal conditional distributions of diffusion processes is considered.
UDC:
621.391.1:519.27
Received: 06.08.1998
English version:
Problems of Information Transmission, 1999,
35:2,
166–171
Bibliographic databases:
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