Large deviation of small perturbation of some unstable systems

DOI10.1080/07362999708809462zbMath0873.60013OpenAlexW2005548156MaRDI QIDQ3128356

Tzuu-Shuh Chiang, Shuenn-Jyi Sheu

Publication date: 16 October 1997

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999708809462

zbMATH Keywords

large deviation principlelocal timerandom time changeCameron-Martin-Girsanov formulaVentcel-Freidlin theory

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10)

Related Items

Large deviation of diffusion processes with discontinuous drift and their occupation times. ⋮ Large deviation principle for one-dimensional SDEs with discontinuous coefficients ⋮ Stochastically perturbed sliding motion in piecewise-smooth systems ⋮ Simple proof of a large deviation result

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• ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS