Large deviation of diffusion processes with discontinuous drift

MaRDI QIDQ2712723zbMATH OpenFDO

Authors Tzuu-Shuh Chiang, S. J. Sheu

Publication date 2 October 2001

zbMATH Keywords

\(d\)-dim stochastic differential equationslarge deviation principleoccupation time

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60)

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Cited in

(10)

• Large deviations for one dimensional diffusions with a strong drift
• Large deviation of diffusion processes with discontinuous drift and their occupation times.
• Large deviations for small noise diffusions with discontinuous statistics
• Large deviation principle for stochastic equations with local time
• The action functional for diffusion processes with a discontinuous drift
• Large deviation principle for one-dimensional SDEs with discontinuous coefficients
• scientific article; zbMATH DE number 1241998 (Why is no real title available?)
• Large deviations for one-dimensional SDE with discontinuous diffusion coefficient
• Simple proof of a large deviation result
• On a time-inhomogeneous diffusion process with discontinuous drift

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