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 $1+{\hat{I}}^3$, with $0<{\hat{I}}^3<1$, and local variance equal to $\vareps…