Alexei M. Kulik, Daryna D. Soboleva, “Large deviations for one-dimensional SDE with discontinuous diffusion coefficient”, Theory Stoch. Process., 2012, том 18(34), выпуск 1,страницы 101

Эта публикация цитируется в 1 статье

Large deviations for one-dimensional SDE with discontinuous diffusion coefficient

Alexei M. Kulik^a, Daryna D. Soboleva^b

^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

Аннотация: 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.

Ключевые слова: LDP, one-dimensional SDE, semicontraction principles.

MSC: 60H25, 60F10

Язык публикации: английский