LARGE DEVIATIONS FOR SMALL PERTURBATIONS OF SDES WITH NON-MARKOVIAN COEFFICIENTS AND THEIR APPLICATIONS

DOI10.1142/S0219493706001840zbMath1113.60030OpenAlexW2094214832MaRDI QIDQ3426805

Jicheng Liu, Fu Qing Gao

Publication date: 13 March 2007

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493706001840

zbMATH Keywords

capacitylarge deviationquasi-sure analysisanticipating stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items

Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation, Large deviation principle for fractional Brownian motion with respect to capacity

Cites Work

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