Titlebook: Seminaire de Probabilites XXVI; Jacques Azéma,Marc Yor,Paul André Meyer Conference proceedings 1992 Springer-Verlag GmbH Germany, part of

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Skew products, regular conditional probabilities and stochastic differential equations : A technicaIt is shown that Malliavin‘s transfer principle applies to the system of stochastic differential equations given by a skew product. A minor modification of the definition of a strong solution is required.

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978-3-540-56021-0Springer-Verlag GmbH Germany, part of Springer Nature 1992

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0075-8434 Overview: 978-3-540-56021-0978-3-540-47342-8Series ISSN 0075-8434 Series E-ISSN 1617-9692

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Lecture Notes in Mathematicshttp://image.papertrans.cn/t/image/885327.jpg

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,Large deviations for multiple Wiener-Itô integral processes,nditions on a time-dependent family of kernels {.., 0≤.≤1} which guarantee that the process ..(..) has continuous sample paths and that the probability measures induced by ε...(..) satisfy a large deviations principle in .([0,1]).

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