High Quality Content by WIKIPEDIA articles! 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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