Freidlin-Wentzell's large deviations for homeomorphism flows of non-Lipschitz SDEs

DOI10.1016/j.bulsci.2004.12.005zbMath1086.60036OpenAlexW2031224221MaRDI QIDQ2572084

Xicheng Zhang, Jiangang Ren

Publication date: 14 November 2005

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.bulsci.2004.12.005

Mathematics Subject Classification ID

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

Related Items (32)

Euler-Maruyama approximations for SDEs with non-Lipschitz coefficients and applications ⋮ Stochastic Volterra equations in Banach spaces and stochastic partial differential equation ⋮ Continuity modulus of stochastic homeomorphism flows for SDEs with non-Lipschitz coefficients ⋮ Large deviations for stochastic differential equations with general delayed generator ⋮ The Itô SDEs and Fokker–Planck equations with Osgood and Sobolev coefficients ⋮ Large deviation principle for SDEs with Dini continuous drifts ⋮ Large deviations for stochastic flows of diffeomorphisms ⋮ Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative \textit{Lévy} noises ⋮ Large deviations for multivalued stochastic differential equations ⋮ Large deviation principle for diffusion processes under a sublinear expectation ⋮ Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noises ⋮ Stochastic Lagrangian perturbation of Lie transport and applications to fluids ⋮ Large deviation principles for SDEs under locally weak monotonicity conditions ⋮ Uniform large deviations for multivalued stochastic differential equations with Poisson jumps ⋮ Large deviations for optimal filtering with fractional Brownian motion ⋮ Euler schemes and large deviations for stochastic Volterra equations with singular kernels ⋮ KUNITA-TYPE STOCHASTIC FLOWS OF HOMEOMORPHISMS IN EUCLIDEAN SPACE ⋮ Freidlin-Wentzell's large deviations for stochastic evolution equations ⋮ Large deviations for infinite dimensional stochastic dynamical systems ⋮ Large deviations for stochastic tamed 3D Navier-Stokes equations ⋮ Exponential ergodicity of non-Lipschitz stochastic differential equations ⋮ Variational representations for continuous time processes ⋮ Large deviations for stochastic evolution equations with small multiplicative noise ⋮ Moderate deviation and central limit theorem for stochastic differential delay equations with polynomial growth ⋮ A stochastic representation for backward incompressible Navier-Stokes equations ⋮ LARGE DEVIATION PRINCIPLES FOR ISOTROPIC STOCHASTIC FLOW OF HOMEOMORPHISMS ON S^d ⋮ LARGE DEVIATIONS FOR INFINITE‐DIMENSIONAL STOCHASTIC SYSTEMS WITH JUMPS ⋮ Clark-Ocone formula and variational representation for Poisson functionals ⋮ Large deviations for the Boussinesq equations under random influences ⋮ Analysis of stochastic neutral fractional functional differential equations ⋮ Large deviations for stochastic fractional integrodifferential equations ⋮ Large deviations for empirical measures of switching diffusion processes with small parameters

Cites Work

• Schilder theorem for the Brownian motion on the diffeomorphism group of the circle
• A variational representation for certain functionals of Brownian motion
• Stochastic flows for SDEs with non-Lipschitz coefficient.
• Modulus of continuity of the canonic Brownian motion ``on the group of diffeomorphisms of the circle
• Canonical Brownian motion on the space of univalent functions and resolution of Beltrami equations by a continuity method along stochastic flows
• Flow decomposition and large deviations
• Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients
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