A large-deviation principle for random evolution equations
The author proves a large deviation principle in the \(\alpha\)-Hölder space \(C^{\alpha,0}([0,1],\mathbb R^{d})\) for families of laws of the random evolution equations NEWLINE\[NEWLINE X^{\varepsilon}(t)=x+\sqrt{\varepsilon}\int_{0}^{t}\sigma(X^{\varepsilon}(s), Z(s)) dW_{s}+\int_{0}^{t}b(X^{\varepsilon}(s),Y(s)) ds, NEWLINE\]NEWLINE where \(x\in\mathbb R^{d}\), \(Y\) is a progressively measurable random process and \(Z\) is a random process with topological compact support in \(C^{\alpha,0}([0,1],\mathbb R^{l})\) and \(W\) is a standard Brownian motion independent of \((Y,Z)\). One proves an extension of contraction principle which is a generalization of one of \textit{V. Pérez-Abreu} and \textit{C. Tudor} [J. Theor. Probab. 7, No. 4, 757-765 (1994; Zbl 0810.60023)] and a modification of one of \textit{Y.-J. Hu} [Stochastic Processes Appl. 68, No. 1, 83-99 (1997; Zbl 0890.60023)] used in a similar situation.
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