Phénomène de Peano et grandes déviations
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Publication:2741010
DOI10.1016/S0764-4442(01)01983-8zbMath0989.60057MaRDI QIDQ2741010
Publication date: 29 July 2002
Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10)
Related Items (7)
The local principle of large deviations for solutions of Itô stochastic equations with quick drift ⋮ On a selection problem for small noise perturbation in the multidimensional case ⋮ A selection procedure for extracting the unique Feller weak solution of degenerate diffusions ⋮ The transition point in the zero noise limit for a 1D Peano example ⋮ On regularization by a small noise of multidimensional odes with non-Lipschitz coefficients ⋮ Zero-noise solutions of linear transport equations without uniqueness: An example ⋮ Large deviations for stochastic equations in Hilbert spaces with non-Lipschitz drift
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