Large deviation principle for distribution dependent S(P)DEs with singular drift

DOI10.3934/DCDSS.2023028zbMATH Open1518.60039OpenAlexW4321505414MaRDI QIDQ6107315FDOQ6107315

Authors: Yongqiang Suo 

Publication date: 3 July 2023

Published in: Discrete and Continuous Dynamical Systems. Series S (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdss.2023028

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zbMATH Keywords

large deviation principleZvonkin's transformationDDSDEssemilinear DDSPDEs

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Singular perturbations of functional-differential equations (34K26)

Cites Work

• A variational representation for positive functionals of infinite dimensional Brownian motion
• Title not available (Why is that?)
• Title not available (Why is that?)
• Large deviations for infinite dimensional stochastic dynamical systems
• Stochastic Equations in Infinite Dimensions
• Large deviation principle for SDEs with Dini continuous drifts
• Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift
• Distribution dependent SDEs for Landau type equations
• Freidlin-Wentzell LDP in path space for McKean-Vlasov equations and the functional iterated logarithm law
• Mild solutions and Harnack inequality for functional stochastic partial differential equations with Dini drift
• Well-posedness and regularity for distribution dependent SPDEs with singular drifts
• Central limit theorem and moderate deviation principle for McKean-Vlasov SDEs
• Bismut formula for Lions derivative of distribution dependent SDEs and applications
• Donsker-Varadhan large deviations for path-distribution dependent SPDEs
• Transportation cost inequalities for SDEs with irregular drifts
• Bismut formula for intrinsic/Lions derivatives of distribution dependent SDEs with singular coefficients
• Large deviation principle for McKean-Vlasov quasilinear stochastic evolution equations

Cited In (4)

• Moderate deviation principles for unbounded additive functionals of distribution dependent SDEs
• Large and moderate deviation principles for path-distribution-dependent stochastic differential equations
• Large deviation principle for SDEs with Dini continuous drifts
• Donsker-Varadhan large deviations for path-distribution dependent SPDEs

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