Large deviations for small noise diffusions with discontinuous statistics

DOI10.1007/PL00008720MaRDI QIDQ1964762zbMATH OpenOpenAlexFDO

Authors Michelle Boué, Paul Dupuis, Richard S. Ellis

Publication date 3 December 2000

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/pl00008720

zbMATH Keywords

discontinuous statisticslarge deviationssmall noise diffusions

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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• Large deviations for empirical measures of switching diffusion processes with small parameters
• Large deviation for a discontinuous nonhomogeneous system.
• Large deviations for multiscale diffusion via weak convergence methods
• Large deviations for one-dimensional SDE with discontinuous diffusion coefficient
• Schilder theorem for the Brownian motion on the diffeomorphism group of the circle
• Large deviations for Small buffers: An insensitivity result
• Simple proof of a large deviation result
• Large deviation estimates for nonlinear filtering with discontinuity and small noise
• Large deviations of slow-fast systems driven by fractional Brownian motion
• Variational representations for continuous time processes
• Euler schemes and large deviations for stochastic Volterra equations with singular kernels
• Freidlin-Wentzell's large deviations for stochastic evolution equations

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