Large deviations for one-dimensional SDE with discontinuous diffusion coefficient
Teoriâ slučajnyh processov, Tome 18 (2012) no. 1, pp. 101-110

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Large deviation principle is established for a family of solutions to one-dimensional SDE's under the condition that the set of discontinuity points of the diffusion coefficient has zero Lebesgue measure.
Keywords: LDP, one-dimensional SDE, semicontraction principles.
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     author = {Alexei M. Kulik and Daryna D. Soboleva},
     title = {Large deviations for one-dimensional {SDE} with discontinuous diffusion coefficient},
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Alexei M. Kulik; Daryna D. Soboleva. Large deviations for one-dimensional SDE with discontinuous diffusion coefficient. Teoriâ slučajnyh processov, Tome 18 (2012) no. 1, pp. 101-110. http://geodesic.mathdoc.fr/item/THSP_2012_18_1_a5/