Large deviations in total variation of occupation measures of one-dimensional diffusions

DOI10.1016/J.SPA.2008.12.003MaRDI QIDQ2389235zbMATH OpenOpenAlexFDO

Authors Liang Zhen Lei

Publication date 15 July 2009

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

Full work available at URL https://doi.org/10.1016/j.spa.2008.12.003

zbMATH Keywords

large deviationslocal timesuniformly integrable

Mathematics Subject Classification ID

Large deviations (60F10) Local time and additive functionals (60J55) Diffusion processes (60J60)

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Cites work

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Cited in

(7)

• Large-noise asymptotic for one-dimensional diffusions
• scientific article; zbMATH DE number 1829445 (Why is no real title available?)
• Transition operators of diffusions reduce zero-crossing
• scientific article; zbMATH DE number 2062303 (Why is no real title available?)
• Large deviations for random dynamical systems and applications to hidden Markov models
• Large deviation principle of occupation measures for non-linear monotone SPDEs
• Large deviations of the front in a one-dimensional model of \(X+Y\rightarrow 2X\)

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