Large deviation of diffusion processes with discontinuous drift and their occupation times.
type: Item
instance of: scholarly article
title: Large deviation of diffusion processes with discontinuous drift and their occupation times.
zbMATH Open document ID: 1044.60065
author: Tzuu-Shuh Chiang
author: S. J. Sheu
published in: The Annals of Probability
publication date: 2003-05-06T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.aop/1019160115
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60F10
zbMATH DE Number: 1906349
zbMATH Keywords: Ventsel-Freidlin theory
zbMATH Keywords: local time
zbMATH Keywords: Cameron-Martin-Girsanov formula
zbMATH Keywords: large deviation principle
MaRDI profile type: Publication
OpenAlex ID: W2068074851
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DOI: 10.1214/AOP/1019160115
description: scientific article; zbMATH DE number 1906349