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Teoriya Veroyatnostei i ee Primeneniya, 1994, Volume 39, Issue 3, Pages 554–566 (Mi tvp3819)  
A theorem on large deviations for one class of diffusion processes

S. Ya. Makhno

Institute of Applied Mathematics and Mechanics, Ukraine National Academy of Sciences
Full-text PDF (504 kB)
Abstract: In this article we consider stochastic equations with small diffusion and coefficients which depend on a small parameter. We prove the principle of large deviations without the assumption on the existence of limits of the coefficients. Some examples are given.
Keywords: stochastic equations, diffusion process, large deviations.
Received: 26.02.1991
English version:
Theory of Probability and its Applications, 1994, Volume 39, Issue 3, Pages 437–447
DOI: https://doi.org/10.1137/1139030
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: S. Ya. Makhno, “A theorem on large deviations for one class of diffusion processes”, Teor. Veroyatnost. i Primenen., 39:3 (1994), 554–566; Theory Probab. Appl., 39:3 (1994), 437–447
Citation in format AMSBIB
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\jour Teor. Veroyatnost. i Primenen.
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\vol 39
\issue 3
\pages 554--566
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\transl
\jour Theory Probab. Appl.
\yr 1994
\vol 39
\issue 3
\pages 437--447
\crossref{https://doi.org/10.1137/1139030}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1995TF06800005}
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