Action functional for diffusions in discontinuous media

DOI10.1007/BF01199247zbMath0767.60023MaRDI QIDQ1203942

Alexander Korostelev, Sergei L. Leonov

Publication date: 18 February 1993

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

large deviationsaction functional

Mathematics Subject Classification ID

Large deviations (60F10)

Related Items (7)

Large deviation of diffusion processes with discontinuous drift and their occupation times. ⋮ Strong convergence of split-step theta methods for non-autonomous stochastic differential equations ⋮ Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift ⋮ Large deviations for Markov processes with discontinuous statistics. II: Random walks ⋮ Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity ⋮ Large deviations for a simple closed queueing model ⋮ Simple proof of a large deviation result

Cites Work

• Large deviations for Markov processes with discontinuous statistics. I: General upper bounds
• Large deviations for Markov processes with discontinuous statistics. II: Random walks
• The Action Functional for a Class of Stochastic Processes
• ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
• Boundary-Value Problems for Random Walks and Large Deviations in Function Spaces
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