Large deviations for solutions of one dimensional Itô equations

DOI10.1090/TPMS/954zbMATH Open1322.60017OpenAlexW1425615747MaRDI QIDQ2944737FDOQ2944737

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Publication date: 8 September 2015

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/954

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zbMATH Keywords

stochastic differential equationlarge deviations principlerate functional

Mathematics Subject Classification ID

Large deviations (60F10) Functional limit theorems; invariance principles (60F17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

• Moderate deviations for a diffusion-type process in a random environment
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• Large deviations of stochastic dynamical systems
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• A comparison of homogenization and large deviations, with applications to wavefront propagation
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• Large deviations for random evolutions with independent increments in the scheme of the Poisson approximation
• Law of the iterated logarithm for solutions of stochastic equations
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Cited In (11)

• On Large Deviations for Systems of Itô Stochastic Equations
• On large deviations for small noise Itô processes
• Title not available (Why is that?)
• Large-noise asymptotic for one-dimensional diffusions
• Title not available (Why is that?)
• Large deviations of the front in a one-dimensional model of \(X+Y\rightarrow 2X\)
• Large deviations and functional law for solutions of hyperbolic stochastic partial differential equations
• The local principle of large deviations for solutions of Itô stochastic equations with quick drift
• Large deviatons for integro-differential Itô equations
• Large deviations for a class of planar functional stochastic differential equations
• Large deviation principle for stochastic equations with local time

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