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Modern Stochastics: Theory and Applications


 
Author: Daryna Sobolieva   
 

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Large deviation principle for one-dimensional SDEs with discontinuous coefficients
   
Alexei Kulik   Daryna Sobolieva  
https://doi.org/10.15559/16-VMSTA57
Pub. online: 1 Jul 2016      Type: Research Article      Open accessOpen Access
Journal:  Modern Stochastics: Theory and Applications Volume 3, Issue 2 (2016), pp. 145–164
   Abstract
Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance
   
Alexei Kulik   Daryna Sobolieva  
https://doi.org/10.15559/16-VMSTA49
Pub. online: 5 Apr 2016      Type: Research Article      Open accessOpen Access
Journal:  Modern Stochastics: Theory and Applications Volume 3, Issue 1 (2016), pp. 95–103
   Abstract


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