Large deviations for the empirical measure of a diffusion via weak convergence methods

DOI10.1016/j.spa.2017.09.020zbMath1388.60067OpenAlexW2766772220MaRDI QIDQ1639668

Paul Dupuis, David Lipshutz

Publication date: 13 June 2018

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2017.09.020

zbMATH Keywords

diffusionlarge deviationsempirical measureweak convergence method

Mathematics Subject Classification ID

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

Related Items (4)

Sample path large deviations for the multiplicative Poisson shot noise process with compensation ⋮ Large deviations of empirical measures of diffusions in weighted topologies ⋮ Large deviations for the empirical measure of the zig-zag process ⋮ Large Deviations for Additive Functionals of Reflected Jump-Diffusions

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