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About: Freidlin–Wentzell theorem     Goto   Sponge   NotDistinct   Permalink

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Type: yago:WikicatStatisticalTheoremsyago:WikicatStochasticDifferentialEquationsyago:Abstraction100002137yago:Communication100033020yago:DifferentialEquation106670521yago:Equation106669864yago:MathematicalStatement106732169yago:Message106598915yago:Proposition106750804yago:Statement106722453yago:Theorem106752293yago:WikicatProbabilityTheorems New Facet based on Instances of this Class

In mathematics, the Freidlin–Wentzell theorem (due to Mark Freidlin and Alexander D. Wentzell) is a result in the large deviations theory of stochastic processes. Roughly speaking, the Freidlin–Wentzell theorem gives an estimate for the probability that a (scaled-down) sample path of an Itō diffusion will stray far from the mean path. This statement is made precise using rate functions. The Freidlin–Wentzell theorem generalizes Schilder's theorem for standard Brownian motion.