The local principle of large deviations for solutions of Itô stochastic equations with quick drift

DOI10.1007/s10958-016-3008-6zbMath1350.60023OpenAlexW2514001027MaRDI QIDQ328747

Artem Vasil'evich Logachov

Publication date: 21 October 2016

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-016-3008-6

zbMATH Keywords

large deviationsrate functionItô stochastic equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Stochastic integral equations (60H20)

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A remark on normalizations in a local large deviations principle for inhomogeneous birth-and-death process, A local large deviation principle for inhomogeneous birth-death processes

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