Flow decomposition and large deviations

Gérard Ben Arous, Fabienne Castell

Research output: Contribution to journalArticlepeer-review


We study large deviations properties related to the behavior, as ε goes to 0, of diffusion processes generated by ε2L1 + L2, where L1 and L2 are two second-order differential operators, extending recent results of Doss and Stroock and Rabeherimanana. The main tool is the decomposition theorem for flows of stochastic differential equations proved by Bismut and Kunita. We give another application of flow decomposition in a nonlinear filtering problem.

Original languageEnglish (US)
Pages (from-to)23-67
Number of pages45
JournalJournal of Functional Analysis
Issue number1
StatePublished - Aug 25 1996

ASJC Scopus subject areas

  • Analysis


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