Large deviations for small noise diffusions with discontinuous statistics

DOI10.1007/PL00008720zbMath0949.60046OpenAlexW2058273789MaRDI QIDQ1964762

Michelle Boué, Richard S. Ellis, Paul Dupuis

Publication date: 3 December 2000

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/pl00008720

zbMATH Keywords

large deviationsdiscontinuous statisticssmall noise diffusions

Mathematics Subject Classification ID

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

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