Work

Large deviations and support theorem for diffusion processes via rough paths

Year: 2002

Type: article

Source: Stochastic Processes and their Applications

DOI: 10.1016/s0304-4149(02)00176-x

Authors: M. Ledoux, Z. Qian, T. Zhang

Institutions: Université Toulouse III - Paul Sabatier, University of Manchester

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W2158348145

FWCI: 7.664

Cites: 21

Cited by: 101

Related to: 10