Small perturbation of diffusions in inhomogeneous media

DOI10.1016/S0246-0203(01)01101-3zbMath1002.60070OpenAlexW2072452459MaRDI QIDQ1599986

Tzuu-Shuh Chiang, Shuenn-Jyi Sheu

Publication date: 9 September 2002

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2002__38_3_285_0

zbMATH Keywords

Wentzell-Freidlin theorylarge deviation principle

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Zero noise limit of a stochastic differential equation involving a local time ⋮ The local principle of large deviations for solutions of Itô stochastic equations with quick drift ⋮ Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance ⋮ Large deviation principle for one-dimensional SDEs with discontinuous coefficients ⋮ Functional law of the iterated logarithm type for a skew Brownian motion

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