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A singular large deviations phenomenon

Abstract : 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
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https://hal.archives-ouvertes.fr/hal-00091327
Contributor : Mihai Gradinaru <>
Submitted on : Tuesday, September 5, 2006 - 6:00:07 PM
Last modification on : Tuesday, April 24, 2018 - 1:37:26 PM
Document(s) archivé(s) le : Tuesday, April 6, 2010 - 12:47:19 AM

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Mihai Gradinaru, Samuel Herrmann, Bernard Roynette. A singular large deviations phenomenon. Annales de l'IHP - Probabilités et Statistiques, 2001, 37, pp.555-580. ⟨10.1016/S0246-0203(01)01075-5⟩. ⟨hal-00091327⟩

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