Simple proof of a large deviation result

DOI10.1007/BF02677376zbMath0991.60019MaRDI QIDQ5949524

Zhixiang Zhang

Publication date: 14 August 2002

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationcontraction principlelarge deviation principleDonsker's invariance principle

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10)

Cites Work

• Action functional for diffusions in discontinuous media
• Large deviation of diffusion processes with discontinuous drift and their occupation times.
• Large deviation of small perturbation of some unstable systems
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Simple proof of a large deviation result