A moderate deviation principle for stochastic Hamiltonian systems

DOI10.1051/PS/2023009MaRDI QIDQ6133922zbMATHOpenAlexFDO

Authors Jie Xu, Jiayin Gong, Jie Ren

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

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)

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Cited in

(1)

• Moderate deviations for rough differential equations

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