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Large deviations for perturbed reflected diffusion processes. (English) Zbl 1187.60018

Summary: We establish a large deviation principle for the solutions of perturbed reflected diffusion processes. The key is to prove a uniform Freidlin-Ventzell estimate of perturbed diffusion processes.

MSC:

60F10 Large deviations
60J27 Continuous-time Markov processes on discrete state spaces
60J60 Diffusion processes
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[1] DOI: 10.1007/BFb0089623 · doi:10.1007/BFb0089623
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