The action functional for diffusion processes with a discontinuous drift

MaRDI QIDQ3362543zbMATH OpenFDO

Authors Alexander Korostelev, Sergei Leonov

Publication date 1992

zbMATH Keywords

action functionalsmall random perturbationsstochastic differential equations

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60)

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• Simple proof of a large deviation result
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• Large deviation estimates for nonlinear filtering with discontinuity and small noise
• The action functional for a family of diffusion fields in the plane

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