On the rate at which a homogeneous diffusion approaches a limit, an application of large deviation theory to certain stochastic integrals

DOI10.1214/AOP/1176992441zbMATH Open0604.60076OpenAlexW2036068921MaRDI QIDQ1083129FDOQ1083129

Authors: Daniel W. Stroock 

Publication date: 1986

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992441

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zbMATH Keywords

exponential decaylarge deviation principle

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60) Stochastic integrals (60H05)

Cited In (9)

• On the exit time and stochastic homogenization of isotropic diffusions in large domains
• LYAPUNOV EXPONENTS AND RESONANCE FOR SMALL PERIODIC AND RANDOM PERTURBATIONS OF A CONSERVATIVE LINEAR SYSTEM
• Large deviations and stochastic flows of diffeomorphisms
• Asymptotic properties of some multidimensional diffusions
• A stochastic Hopf bifurcation
• Small noise expansion of moment lyapunov exponents for two-dimensional systems
• The moment Lyapunov exponent of a co-dimension two bifurcation system driven by non-Gaussian colored noise
• A function space large deviation principle for certain stochastic integrals
• On evaluating the rate function of large deviations for jump processes

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