@article{EJP564,
author = {Jochen Voss},
title = {Large Deviations for One Dimensional Diffusions with a Strong Drift},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {13},
year = {2008},
keywords = {large deviations; diffusion processes; stochastic differential equations},
abstract = {We derive a large deviation principle which describes the behaviour of a diffusion process with additive noise under the influence of a strong drift. Our main result is a large deviation theorem for the distribution of the end-point of a one-dimensional diffusion with drift $\theta b$ where $b$ is a drift function and $\theta$ a real number, when $\theta$ converges to $\infty$. It transpires that the problem is governed by a rate function which consists of two parts: one contribution comes from the Freidlin-Wentzell theorem whereas a second term reflects the cost for a Brownian motion to stay near a equilibrium point of the drift over long periods of time.},
pages = {no. 53, 1479-1528},
issn = {1083-6489},
doi = {10.1214/EJP.v13-564},
url = {http://ejp.ejpecp.org/article/view/564}}