A moderate deviation principle for stochastic Hamiltonian systems

DOI10.1051/PS/2023009zbMATH Open1517.60070OpenAlexW4362579147MaRDI QIDQ6133922FDOQ6133922

Jie Ren, Jie Xu, Jiayin Gong

Publication date: 21 August 2023

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ps/2023009

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zbMATH Keywords

moderate deviation principlenon-Lipschitz conditionstochastic Hamiltonian systems

Mathematics Subject Classification ID

Large deviations (60F10) Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

Cited In (1)

• Moderate deviations for rough differential equations

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