scientific article; zbMATH DE number 695950

MaRDI QIDQ4313606zbMATH OpenFDO

Authors A. Yu. Veretennikov

Publication date 19 December 1994

zbMATH Keywords

large deviationsnondegenerate diffusionnonsmooth coefficients

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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(14)

• Large deviations for one dimensional diffusions with a strong drift
• The I-function for diffusion processes with boundaries
• Large deviation principle for diffusion processes
• Large deviations for diffusion processes with homogenization and applications
• Large deviations for symmetric diffusion processes
• Martingale problems for large deviations of Markov processes
• Large deviation principle for diffusion processes under a sublinear expectation
• Smoothness of the distribution of the supremum of a multi-dimensional diffusion process
• Large deviation principle for invariant distributions of memory gradient diffusions
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• On large deviations for diffusion processes with measurable coefficients
• The Freidlin-Wentzell LDP with rapidly growing coefficients
• An extension of the ventcel- freidlin large deviation principle

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