arXiv subjects

Daryna Sobolieva

Publications and source records attributed to Daryna Sobolieva.

2 recordsLinked to original sources

arXiv2016

Large deviation principle for one-dimensional SDEs with discontinuous coefficients

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 classical Wentzel--Freidlin theorem, but under the considerably weaker assumption that the coefficients have no discontinuities of the second kind.

math.PR↗

arXiv2016

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

We prove a large deviation type estimate for the asymptotic behavior of a weighted local time of $\varepsilon W$ as $\varepsilon\to0$.

math.PR↗