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arXiv · 2211.02593

Large deviations for diffusions: Donsker-Varadhan meet Freidlin-Wentzell

Lorenzo Bertini·Davide Gabrielli·Claudio Landim
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Abstract

We consider a diffusion process on $\mathbb R^n$ and prove a large deviation principle for the empirical process in the joint limit in which the time window diverges and the noise vanishes. The corresponding rate function is given by the expectation of the Freidlin-Wentzell functional per unit of time. As an application of this result, we obtain a variational representation of the rate function for the Gallavotti-Cohen observable in the small noise and large time limits.

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Lorenzo Bertini, Davide Gabrielli, Claudio Landim. 2022-11-04. Large deviations for diffusions: Donsker-Varadhan meet Freidlin-Wentzell. https://doi.org/10.21711/217504322023/em383

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