Geodesic
On sde and semigroup approximations and large deviations
Teoriâ veroâtnostej i ee primeneniâ, Tome 47 (2002) no. 4, pp. 772-780

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Sufficient conditions are established under which Legendre transformations of a rate function for a solution of a stochastic differential equation (SDE) on a finite-dimensional torus and its Euler approximation scheme are close, and a bound for their difference is provided.
Keywords: stochastic differential equations, approximate solution, large deviation, positive operators. 
@article{TVP_2002_47_4_a9,
     author = {A. Yu. Veretennikov},
     title = {On sde and semigroup approximations and large deviations},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {772--780},
     publisher = {mathdoc},
     volume = {47},
     number = {4},
     year = {2002},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2002_47_4_a9/}
}
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A. Yu. Veretennikov. On sde and semigroup approximations and large deviations. Teoriâ veroâtnostej i ee primeneniâ, Tome 47 (2002) no. 4, pp. 772-780. http://geodesic.mathdoc.fr/item/TVP_2002_47_4_a9/