Large Deviations and the Peano Phenomenon in Stochastic Differential Equations with Homogeneous Drift

Paola Bermolen, Valeria Goicoechea, José R. León

We consider a diffusion equation in ${\mathbb{R}}^d$ with drift equal to the gradient of a homogeneous potential of degree $1+\gamma$, with $0<\gamma <1$, and local variance equal to $\varepsil…