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This article is cited in 1 scientific paper (total in 1 paper)
Large deviations for one-dimensional SDE with discontinuous diffusion coefficient
Alexei M. Kulika, Daryna D. Sobolevab a 3, Tereshchenkivs'ka Str., Kyiv 01601, Institute of Mathematics, Ukrainian National Academy of Sciences
b 64, Volodymyrs'ka Str., Kyiv 01033, Taras Shevchenko National University of Kyiv
Abstract:
Large deviation principle is established for a family of solutions to one-dimensional SDE's under the condition that the set of discontinuity points of the diffusion coefficient has zero Lebesgue measure.
Keywords:
LDP, one-dimensional SDE, semicontraction principles.
Citation:
Alexei M. Kulik, Daryna D. Soboleva, “Large deviations for one-dimensional SDE with discontinuous diffusion coefficient”, Theory Stoch. Process., 18(34):1 (2012), 101–110
Linking options:
https://www.mathnet.ru/eng/thsp21 https://www.mathnet.ru/eng/thsp/v18/i1/p101
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Abstract page: | 205 | Full-text PDF : | 79 | References: | 34 |
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