Varadhan estimates without probability: lower bound

6533b824fe1ef96bd127fee0

RESEARCH PRODUCT

Varadhan estimates without probability: lower bound

subject

Mathematical optimization Mathematics::Probability Stochastic calculus Applied mathematics Large deviations theory Mathematics::Spectral Theory Portfolio optimization Type (model theory)Malliavin calculus Upper and lower bounds Mathematics

description

We translate in semi-group theory our proof of Varadhan estimates for subelliptic Laplacians which was using the theory of large deviations of Wentzel-Freidlin and the Malliavin Calculus of Bismut type.

year	journal	country	edition	language
2007-11-24

https://doi.org/10.1007/978-1-4020-5678-9_17

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