most citedLarge deviation principle for one-dimensional SDEs with discontinuous coefficients

2 citations · 2 across the 1 of their papers we have counts for

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2 papers

math.PR2016★ 2 cited

Large deviation principle for one-dimensional SDEs with discontinuous coefficients

Alexei Kulik, Daryna Sobolieva

We establish the large deviation principle for solutions of one-dimensional SDEs with discontinuous coefficients. The main statement is formulated in a form similar to the classica…

math.PR2016

Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance

Alexei Kulik, Daryna Sobolieva

We prove a large deviation type estimate for the asymptotic behavior of a weighted local time of as .