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math.PR2012★ 27 cited
On large deviations for small noise Itô processes
Alberto Chiarini, Markus Fischer
The large deviation principle in the small noise limit is derived for solutions of possibly degenerate Itô stochastic differential equations with predictable coefficients, which ma…
math.PR2012★ 34 cited
On the form of the large deviation rate function for the empirical measures of weakly interacting systems
Markus Fischer
A basic result of large deviations theory is Sanov's theorem, which states that the sequence of empirical measures of independent and identically distributed samples satisfies the…