Large deviation for a discontinuous nonhomogeneous system.

MaRDI QIDQ2767248zbMATH OpenFDO

Authors Zhixiang Zhang

Publication date 29 January 2002

Published in Advances in Mathematics (Beijing) (Search for Journal in Brave)

zbMATH Keywords

Cameron-Martin-Girsanov theoremItô's formulalarge deviation principle

Mathematics Subject Classification ID

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

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Cited in

(1)

• Simple proof of a large deviation result

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