Large deviation of diffusion processes with discontinuous drift and their occupation times
نویسندگان
چکیده
منابع مشابه
Exit and Occupation times for Brownian Motion on Graphs with General Drift and Diffusion Constant
We consider a particle diffusing along the links of a general graph possessing some absorbing vertices. The particle, with a spatially-dependent diffusion constant D(x) is subjected to a drift U(x) that is defined in every point of each link. We establish the boundary conditions to be used at the vertices and we derive general expressions for the average time spent on a part of the graph before...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2000
ISSN: 0091-1798
DOI: 10.1214/aop/1019160115