Large deviations for one dimensional diffusions with a strong drift

DOI10.1214/EJP.V13-564zbMath1193.60038MaRDI QIDQ1039064

Jochen Voss

Publication date: 20 November 2009

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/229885

zbMATH Keywords

stochastic differential equationslarge deviationsdiffusion processes

Mathematics Subject Classification ID

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

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