A general non-convex large deviation result with applications to stochastic equations

DOI10.1007/s004400000095zbMath0993.60028MaRDI QIDQ1840521

Alejandro D. de Acosta

Publication date: 24 September 2002

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationlarge deviationsnon-convex rate function

Mathematics Subject Classification ID

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

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