Simple proof of a large deviation result

DOI10.1007/BF02677376MaRDI QIDQ5949524zbMATH OpenFDO

Authors Zhixiang Zhang

Publication date 14 August 2002

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02677376

zbMATH Keywords

contraction principleDonsker's invariance principlelarge deviation principlestochastic differential equation

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

• Action functional for diffusions in discontinuous media
• scientific article; zbMATH DE number 192908 (Why is no real title available?)
• Large deviation for a discontinuous nonhomogeneous system.
• Large deviation of diffusion processes with discontinuous drift and their occupation times.
• Large deviation of small perturbation of some unstable systems
• The action functional for diffusion processes with a discontinuous drift

Cited in

(2)

• A simple proof of the majorizing measure theorem
• scientific article; zbMATH DE number 432957 (Why is no real title available?)

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