The Freidlin-Wentzell LDP with rapidly growing coefficients
Probability
2011-08-24 v1
Abstract
The Large Deviations Principle (LDP) is verified for a homogeneous diffusion process with respect to a Brownian motion , where and are are locally Lipschitz functions with super linear growth. We assume that the drift is directed towards the origin and the growth rates of the drift and diffusion terms are properly balanced. Nonsingularity of is not required.
Cite
@article{arxiv.math/0605365,
title = {The Freidlin-Wentzell LDP with rapidly growing coefficients},
author = {P. Chigansky and R. Liptser},
journal= {arXiv preprint arXiv:math/0605365},
year = {2011}
}
Comments
20 pages