This article is cited in 1 paper

Large deviations for one-dimensional SDE with discontinuous diffusion coefficient

Alexei M. Kulik^a, Daryna D. Soboleva<sup>b

a</sup> 3, Tereshchenkivs'ka Str., Kyiv 01601, Institute of Mathematics, Ukrainian National Academy of Sciences
^b 64, Volodymyrs'ka Str., Kyiv 01033, Taras Shevchenko National University of Kyiv

Abstract: Large deviation principle is established for a family of solutions to one-dimensional SDE's under the condition that the set of discontinuity points of the diffusion coefficient has zero Lebesgue measure.

Keywords: LDP, one-dimensional SDE, semicontraction principles.

MSC: 60H25, 60F10

Language: English

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