Large deviations for small noise diffusions with discontinuous statistics (Q1964762): Difference between revisions

The large deviation behavior of diffusion processes with smooth drift vector and smooth dispersion matrix is studied in many papers. But in some communication channels the diffusion matrix is discontinuous being the class of processes studied in the paper. Using the weak convergence approach to large deviation, despite the fact that there are some similarities to the discrete time case studied in the monograph of the second and third author [``A weak convergence approach to the theory of large deviations'' (1997; Zbl 0904.60001)] the results are far from to be immediate. The proof of the main results is based on properties of SDE's and a representation of functionals of strong solutions of SDE's.