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Large Deviations Principle by viscosity solutions: The case of diffusions with oblique Lipschitz reflections
Kobylanski, MagdalenaVolume:
49
Language:
english
Journal:
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
DOI:
10.1214/11-AIHP444
Date:
February, 2013
File:
PDF, 327 KB
english, 2013