Large deviation principle for one-dimensional SDEs with discontinuous coefficients

DOI10.15559/16-VMSTA57zbMath1352.60040arXiv1607.03614MaRDI QIDQ340825

Daryna Sobolieva, Alexei M. Kulik

Publication date: 15 November 2016

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.03614

zbMATH Keywords

stochastic differential equationslarge deviations principlecontraction principlesexponential tightness

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Local time and additive functionals (60J55)

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Large deviation principle for SDEs with Dini continuous drifts

Cites Work

• On large deviations of Markov processes with discontinuous statistics
• On large deviations in load sharing networks
• Small perturbation of diffusions in inhomogeneous media
• Large deviation of diffusion processes with discontinuous drift and their occupation times.
• Large deviation of small perturbation of some unstable systems
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