A large deviations principle for small perturbations of random evolution equations

DOI10.1214/aop/1176992163zbMath0622.60033OpenAlexW2076479011MaRDI QIDQ1091028

Carol Bezuidenhout

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1214/aop/1176992163

zbMATH Keywords

large deviations principlerandom evolutionsexit distributionsVentsel-Freidlin's type result

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10)

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A large deviation principle for \(m\)-variate von Mises-statistics and \(U\)- statistics ⋮ A unified approach to the large deviations for small perturbations of random evolution equations ⋮ One-dimensional ventsel-freidlin theory and its analogue for singular perturbations of degenerate diffusions ⋮ A large deviation principle for small perturbations of random evolution equations in Hoelder norm ⋮ Small random perturbations of random evolution equations ⋮ Large deviations and functional law of the iterated logarithm for random processes ⋮ Small perturbations of random evolution equations with reflection in Hölder norm ⋮ Invariant measures for a random evolution equation with small perturbations ⋮ Asymptotic behaviour of randomised fractional volatility models ⋮ Invariant measure for the Markov process corresponding to a PDE system ⋮ Large deviations for empirical measures of switching diffusion processes with small parameters

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