Very rare events for diffusion processes in short time.

arXiv: Probability(2019)

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摘要
We study the large deviation estimates for the short time asymptotic behavior of a strongly degenerate diffusion process. Assuming a nilpotent structure of the Lie algebra generated by the driving vector fields, we obtain a graded large deviation principle and prove the existence of those very rare events. In particular the first grade coincides with the classical Large Deviation Principle.
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