Applied Mathematics & Optimization · 2009 · 146 citations · 38 references
EngineeringMathematicsProbability TheoryStochastic ModelingStochastic ProcessesDiffusion ProcessesLarge DeviationsLaw Of Large NumbersStochastic CalculusStochastic Differential EquationsStochastic Systems ModelingLarge Deviation PrinciplesLarge Deviations For DiffusionsLarge Deviations For Markov ChainsLarge Deviations PrincipleMultiplicative NoisePathwise Large DeviationsSmall Noise Asymptotics
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Stochastic evolution equations
B. L. Rozovskiĭ · Journal of Mathematical Sciences · 1981 · 758 citations