Large deviations for the empirical measure of a diffusion via weak convergence methods

Document Details

Document Type
Pub Defense Publication
Publication Date
Aug 01, 2018
Source ID
10.1016/j.spa.2017.09.020

Entities

People

  • David Lipshutz
  • Paul Dupuis

Organizations

  • Air Force Office of Scientific Research
  • Defense Advanced Research Projects Agency
  • National Science Foundation