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.
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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/

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