An extension of the ventcel- freidlin large deviation principle
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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)
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Cites work
- scientific article; zbMATH DE number 3876298 (Why is no real title available?)
- scientific article; zbMATH DE number 3978014 (Why is no real title available?)
- A non-standard representation for Brownian motion and Ito integration
- Infinitesimal methods in control theory: deterministic and stochastic
- Infinitesimals in Action
- Nonstandard Measure Theory and its Applications
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
- scientific article; zbMATH DE number 4046801 (Why is no real title available?)
- 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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