Geodesic
On approximate large deviations for 1D diffusion.
Georgian Mathematical Journal, Tome 10 (2003) no. 2, pp. 381-399.

Voir la notice de l'article provenant de la source European Digital Mathematics Library

Keywords: Itô equation, Euler scheme, large deviations 
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     author = {Veretennikov, A. Yu.},
     title = {On approximate large deviations for {1D} diffusion.},
     journal = {Georgian Mathematical Journal},
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     year = {2003},
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Veretennikov, A. Yu. On approximate large deviations for 1D diffusion.. Georgian Mathematical Journal, Tome 10 (2003) no. 2, pp. 381-399. http://geodesic.mathdoc.fr/item/GMJ_2003__10_2_50837/