Summary
The action functional, i.e. the rate function governing the large deviations is obtained for a family of stochastic processes with discontinuous drift and small diffusion. A well-known method of continuous mapping is developed which proves to be efficient in a so called ‘stable case’.
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Korostelev, A.P., Leonov, S.L. Action functional for diffusions in discontinuous media. Probab. Th. Rel. Fields 94, 317–333 (1993). https://doi.org/10.1007/BF01199247
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DOI: https://doi.org/10.1007/BF01199247