A singular large deviations phenomenon
Gradinaru, Mihai ; Herrmann, Samuel ; Roynette, Bernard
HAL, hal-00091327 / Harvested from HAL
Text on HAL
Consider {X(t,epsilon) : t>=0} (epsilon>0), the solution starting from 0 of a stochastic differential equation, which is a small Brownian perturbation of the one-dimensional ordinary differential equation x'(t)=sgn(x(t))|x(t)|^{γ} (0
Publié le : 2001-07-05
Classification:  Large deviations,  Small random perturbation,  Brownian bridge,  Viscosity solution,  Hamilton–Jacobi equation,  60F10; 60H10; 34F05; 35G20; 35G30; 70H20; 60J65,  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR],  [MATH.MATH-DS]Mathematics [math]/Dynamical Systems [math.DS],  [MATH.MATH-AP]Mathematics [math]/Analysis of PDEs [math.AP] 
@article{hal-00091327,
     author = {Gradinaru, Mihai and Herrmann, Samuel and Roynette, Bernard},
     title = {A singular large deviations phenomenon},
     journal = {HAL},
     volume = {2001},
     number = {0},
     year = {2001},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00091327}
}

Gradinaru, Mihai; Herrmann, Samuel; Roynette, Bernard. A singular large deviations phenomenon. HAL, Tome 2001 (2001) no. 0, . http://gdmltest.u-ga.fr/item/hal-00091327/