Large deviation principle for one-dimensional SDEs with discontinuous coefficients
classification
🧮 math.PR
keywords
coefficientsdeviationdiscontinuouslargeone-dimensionalprinciplesdesassumption
read the original abstract
We establish the large deviation principle for solutions of one-dimensional SDEs with discontinuous coefficients. The main statement is formulated in a form similar to the classical Wentzel--Freidlin theorem, but under the considerably weaker assumption that the coefficients have no discontinuities of the second kind.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.