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

DOI10.3934/DCDSS.2023028MaRDI QIDQ6107315zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3826915 (Why is no real title available?)
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• A variational representation for positive functionals of infinite dimensional Brownian motion
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• Central limit theorem and moderate deviation principle for McKean-Vlasov SDEs
• Distribution dependent SDEs for Landau type equations
• Donsker-Varadhan large deviations for path-distribution dependent SPDEs
• Freidlin-Wentzell LDP in path space for McKean-Vlasov equations and the functional iterated logarithm law
• Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift
• Large deviation principle for McKean-Vlasov quasilinear stochastic evolution equations
• Large deviation principle for SDEs with Dini continuous drifts
• Large deviations for infinite dimensional stochastic dynamical systems
• Mild solutions and Harnack inequality for functional stochastic partial differential equations with Dini drift
• Stochastic Equations in Infinite Dimensions
• Transportation cost inequalities for SDEs with irregular drifts
• Well-posedness and regularity for distribution dependent SPDEs with singular drifts

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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