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On the rate at which a homogeneous diffusion approaches a limit, an application of large deviation theory to certain stochastic integrals

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Publication:1083129
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DOI10.1214/AOP/1176992441zbMath0604.60076OpenAlexW2036068921MaRDI QIDQ1083129

Daniel W. Stroock

Publication date: 1986

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992441


zbMATH Keywords

large deviation principleexponential decay


Mathematics Subject Classification ID

Diffusion processes (60J60) Large deviations (60F10) Stochastic integrals (60H05)


Related Items (7)

A stochastic Hopf bifurcation ⋮ LYAPUNOV EXPONENTS AND RESONANCE FOR SMALL PERIODIC AND RANDOM PERTURBATIONS OF A CONSERVATIVE LINEAR SYSTEM ⋮ Large deviations and stochastic flows of diffeomorphisms ⋮ The moment Lyapunov exponent of a co-dimension two bifurcation system driven by non-Gaussian colored noise ⋮ Small noise expansion of moment lyapunov exponents for two-dimensional systems ⋮ On evaluating the rate function of large deviations for jump processes ⋮ A function space large deviation principle for certain stochastic integrals







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