An extension of the ventcel- freidlin large deviation principle

DOI10.1080/17442508808833512zbMATH Open0694.60020OpenAlexW2065969363MaRDI QIDQ5899701FDOQ5899701

Authors: Nigel J. Cutland 

Publication date: 1988

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508808833512

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zbMATH Keywords

large deviationsstochastic differential equationsVentzel-Freidlin theorynonstandard representation

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Nonstandard models in mathematics (03H05) Nonstandard analysis (26E35)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Nonstandard Measure Theory and its Applications
• A non-standard representation for Brownian motion and Ito integration
• Infinitesimals in Action
• Infinitesimal methods in control theory: deterministic and stochastic

Cited In (8)

• An extension of the ventcel- freidlin large deviation principle
• The small-noise limit of the most likely element is the most likely element in the small-noise limit
• The exponential leveling and the Ventcel-Freidlin ``minimal action function
• Large deviation principle with generated pseudo measures
• Title not available (Why is that?)
• Symmetries and zero modes in sample path large deviations
• One-dimensional ventsel-freidlin theory and its analogue for singular perturbations of degenerate diffusions
• Large deviation estimates and functional law for diffusions in modulus spaces

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