Large deviations for solutions of one dimensional Itô equations

DOI10.1090/TPMS/954MaRDI QIDQ2944737zbMATH OpenOpenAlexFDO

Authors

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

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)

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Cites work

• scientific article; zbMATH DE number 3947314 (Why is no real title available?)
• scientific article; zbMATH DE number 3787772 (Why is no real title available?)
• scientific article; zbMATH DE number 919354 (Why is no real title available?)
• scientific article; zbMATH DE number 3272009 (Why is no real title available?)
• A comparison of homogenization and large deviations, with applications to wavefront propagation
• Large deviations for random evolutions with independent increments in the scheme of the Poisson approximation
• Large deviations of stochastic dynamical systems
• Law of the iterated logarithm for solutions of stochastic equations
• Moderate deviations for a diffusion-type process in a random environment

Cited in

(11)

• On Large Deviations for Systems of Itô Stochastic Equations
• On large deviations for small noise Itô processes
• scientific article; zbMATH DE number 1583973 (Why is no real title available?)
• Large-noise asymptotic for one-dimensional diffusions
• scientific article; zbMATH DE number 919354 (Why is no real title available?)
• 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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