Large deviations estimates for the exit probabilities of a diffusion process through some vanishing parts of the boundary

zbMath1023.60502MaRDI QIDQ1408593

Alain-Philippe Blanc, Guy Barles

Publication date: 25 September 2003

Published in: Advances in Differential Equations (Search for Journal in Brave)

zbMATH Keywords

random perturbations

Mathematics Subject Classification ID

Oscillation, zeros of solutions, mean value theorems, etc. in context of PDEs (35B05) Diffusion processes (60J60) Large deviations (60F10) PDEs with randomness, stochastic partial differential equations (35R60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (2)

Large deviations principle by viscosity solutions: the case of diffusions with oblique Lipschitz reflections ⋮ Comparison principle for the Cauchy problem for Hamilton-Jacobi equations with discontinuous data

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