Geodesic
Large deviation principle for stochastic equations with local time
Teoriâ slučajnyh processov, Tome 15 (2009) no. 2, pp. 140-155

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The large deviation principle for solutions of one-dimensional equations with a local time is proved. The explicit form for the rate function is obtained. We also consider the large deviation principle for solutions of Itô's stochastic equations with discontinuous coefficients.
Keywords: Stochastic equation, local time, large deviation principle. 
@article{THSP_2009_15_2_a9,
     author = {Ivan H. Krykun},
     title = {Large deviation principle for stochastic equations with local time},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {140--155},
     publisher = {mathdoc},
     volume = {15},
     number = {2},
     year = {2009},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2009_15_2_a9/}
}
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Ivan H. Krykun. Large deviation principle for stochastic equations with local time. Teoriâ slučajnyh processov, Tome 15 (2009) no. 2, pp. 140-155. http://geodesic.mathdoc.fr/item/THSP_2009_15_2_a9/