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Theory of Stochastic Processes, 2012, Volume 18(34), Issue 1, Pages 101–110 (Mi thsp21)  
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
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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.
Bibliographic databases:
Document Type: Article
MSC: 60H25, 60F10
Language: English
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
Citation in format AMSBIB
\Bibitem{KulSob12}
\by Alexei M. Kulik, Daryna D. Soboleva
\paper Large deviations for one-dimensional SDE with discontinuous diffusion coefficient
\jour Theory Stoch. Process.
\yr 2012
\vol 18(34)
\issue 1
\pages 101--110
\mathnet{http://mi.mathnet.ru/thsp21}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3124766}
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  • https://www.mathnet.ru/eng/thsp/v18/i1/p101
    • This publication is cited in the following 1 articles:
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    		Theory of Stochastic Processes
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