Large deviation principle of stochastic differential equations with non-Lipschitzian coefficients

DOI10.1007/s11464-013-0318-6zbMath1306.60017OpenAlexW2171985198MaRDI QIDQ2514002

Guangqiang Lan

Publication date: 29 January 2015

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11464-013-0318-6

zbMATH Keywords

stochastic differential equationslarge deviation principle

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10)

Related Items

Large deviation principle for SDEs with Dini continuous drifts, Large deviation principles for SDEs under locally weak monotonicity conditions

Cites Work

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• Large deviation principles for stationary processes
• On the small time large deviations of diffusion processes on configuration spaces.
• A study of a class of stochastic differential equations with non-Lipschitzian coefficients
• An introduction to the theory of large deviations
• Large deviations for the Brownian motion on loop groups