The freidlin-wentzell LDP with rapidly growing coefficients

Pavel Chigansky, Robert Liptser*

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review


The Large Deviations Principle (LDP) is verified for a homogeneous diffusion process whose coefficients are locally Lipschitz functions with super linear growth. It is assumed that the drift is directed towards the origin and the growth rates of the drift and diffusion terms are properly balanced. Nonsingularity of the diffusion matrix is not required.

Original languageEnglish
Title of host publicationStochastic Differential Equations
Subtitle of host publicationTheory And Applications - A Volume In Honor Of Professor Boris L Rozovskii
PublisherWorld Scientific Publishing Co.
Number of pages23
ISBN (Electronic)9789812770639
StatePublished - 1 Jan 2007


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