Large deviation of diffusion processes with discontinuous drift and their occupation times.
From MaRDI portal
Publication:1872505
DOI10.1214/aop/1019160115zbMath1044.60065OpenAlexW2068074851MaRDI QIDQ1872505
Tzuu-Shuh Chiang, Shuenn-Jyi Sheu
Publication date: 6 May 2003
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aop/1019160115
Related Items
The local principle of large deviations for solutions of Itô stochastic equations with quick drift, Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance, Large deviation principle for one-dimensional SDEs with discontinuous coefficients, Large deviations for a feed-forward network, Simple proof of a large deviation result
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Lectures on diffusion problems and partial differential equations. Notes by Pl. Muthuramalingam, Tara R. Nanda
- Large deviations for Markov processes with discontinuous statistics. II: Random walks
- Action functional for diffusions in discontinuous media
- On large deviations of Markov processes with discontinuous statistics
- On large deviations in load sharing networks
- Large deviations for small noise diffusions with discontinuous statistics
- Diffusion processes on graphs: Stochastic differential equations, large deviation principle
- Large deviation of small perturbation of some unstable systems
- Action Functional for a Diffusion Process with Discontinuous Drift
- [https://portal.mardi4nfdi.de/wiki/Publication:4150440 M�langes d'�quations diff�rentielles et grands �carts � la loi des grands nombres]
- The Large Deviation Principle for a General Class of Queueing Systems I
- Some Asymptotic Formulas for Wiener Integrals
