Large deviation principle for one-dimensional SDEs with discontinuous coefficients
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Publication:340825
DOI10.15559/16-VMSTA57zbMath1352.60040arXiv1607.03614MaRDI QIDQ340825
Daryna Sobolieva, Alexei M. Kulik
Publication date: 15 November 2016
Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1607.03614
stochastic differential equationslarge deviations principlecontraction principlesexponential tightness
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Local time and additive functionals (60J55)
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Cites Work
- On large deviations of Markov processes with discontinuous statistics
- On large deviations in load sharing networks
- Small perturbation of diffusions in inhomogeneous media
- Large deviation of diffusion processes with discontinuous drift and their occupation times.
- Large deviation of small perturbation of some unstable systems
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