×

zbMATH — the first resource for mathematics

Large deviation principle for stochastic equations with local time. (English) Zbl 1224.60141
Summary: The large deviation principle for solutions of one-dimensional equations under local time is proved. An explicit form for the rate function is obtained. We also consider the large deviations principle for solutions of ItĂ´’s stochastic equations with discontinuous coefficients.

MSC:
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60H20 Stochastic integral equations
60F10 Large deviations
PDF BibTeX XML Cite