On large deviations for diffusion processes with measurable coefficients

DOI10.1070/RM1995V050N05ABEH002604MaRDI QIDQ4891224zbMATH OpenFDO

Authors A. Yu. Veretennikov

Publication date 1995

Published in Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1070/RM1995V050N05ABEH002604

zbMATH Keywords

conditions of superstability or supercontractivityFreidlin-Gärtner approachlarge deviation problemslogarithmic asymptotics for long-time diffusion

Mathematics Subject Classification ID

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

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