Geodesic
A theorem on large deviations for one class of diffusion processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 39 (1994) no. 3, pp. 554-566

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In this article we consider stochastic equations with small diffusion and coefficients which depend on a small parameter. We prove the principle of large deviations without the assumption on the existence of limits of the coefficients. Some examples are given.
Keywords: stochastic equations, large deviations.
Mots-clés : diffusion process 
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     author = {S. Ya. Makhno},
     title = {A theorem on large deviations for one class of diffusion processes},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {554--566},
     publisher = {mathdoc},
     volume = {39},
     number = {3},
     year = {1994},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1994_39_3_a5/}
}
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S. Ya. Makhno. A theorem on large deviations for one class of diffusion processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 39 (1994) no. 3, pp. 554-566. http://geodesic.mathdoc.fr/item/TVP_1994_39_3_a5/