A singular large deviations phenomenon

By Mihai Gradinaru, Samuel Herrmann, Bernard Roynette. 2001

47 citations recorded by the source corpus.

Subfields: Applied Mathematics, Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/f08af11990c32e4b8b25b157b215b0604b2a3544

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Applied Mathematics

1. Rainer Buckdahn

In Finance

1. Rainer Buckdahn
2. Y. Ouknine
3. Juan Li
4. Shige Peng
5. Xiaolu Tan
6. Khoa Le

In Mathematical Physics

1. Rainer Buckdahn
2. Y. Ouknine
3. Juan Li
4. Khoa Le

Citations in the corpus

• On limiting values of stochastic differential equations with small noise intensity tending to zero (2009, background): “In [8], a representation of the density of the solutions to (2) is given, and furthermore the authors obtain an expansion—with respect to ε—of the density in term of eigenvalues and eigenfunctions of a suitable Schrödinger operator.”