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Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In mathematics, the Freidlin Wentzell theorem 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 It 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.

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Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In mathematics, the Freidlin Wentzell theorem 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 It 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.