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.
|Title of host publication||Stochastic Differential Equations|
|Subtitle of host publication||Theory And Applications - A Volume In Honor Of Professor Boris L Rozovskii|
|Publisher||World Scientific Publishing Co.|
|Number of pages||23|
|State||Published - 1 Jan 2007|