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

DOI10.1016/J.BULSCI.2004.12.005MaRDI QIDQ2572084zbMATH OpenOpenAlexFDO

Authors Xicheng Zhang, Jiagang 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

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

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Cites work

• scientific article; zbMATH DE number 1153603 (Why is no real title available?)
• A variational representation for certain functionals of Brownian motion
• A variational representation for positive functionals of infinite dimensional Brownian motion
• 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
• Modulus of continuity of the canonic Brownian motion ``on the group of diffeomorphisms of the circle
• Schilder theorem for the Brownian motion on the diffeomorphism group of the circle
• Stochastic flows for SDEs with non-Lipschitz coefficient.

Cited in

(36)

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

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