A stochastic control approach to some large deviations problems

Author(s):  
Wendell H. Fleming
2020 ◽  
Vol 53 (2) ◽  
pp. 13410-13417
Author(s):  
Kevin E. Lucas ◽  
Daniel J. Pagano ◽  
Douglas A. Plaza ◽  
David Alejandro Vaca—Benavides ◽  
Sara J. Ríos

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Rui Ma ◽  
Navid Aghasadeghi ◽  
Julian Jarzebowski ◽  
Timothy Bretl ◽  
Todd P. Coleman

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Supakorn Mudchanatongsuk ◽  
James A. Primbs ◽  
Wilfred Wong

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Vol 15 (2) ◽  
pp. 297-342 ◽  
Author(s):  
Marina Di Giacinto ◽  
Salvatore Federico ◽  
Fausto Gozzi

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