Large deviation principles for SDEs under locally weak monotonicity conditions
In the paper, the authors obtain a large deviation principle for stochastic differential equations (SDEs) with non-Lipschitzian coefficients satisfying some locally weak monotonicity conditions and Lyapunov conditions. The proof relies on the weak convergence approach introduced by \textit{A. Budhiraja} et al. [Ann. Probab. 36, No. 4, 1390--1420 (2008; Zbl 1155.60024); Ann. Inst. Henri Poincaré, Probab. Stat. 47, No. 3, 725--747 (2011; Zbl 1231.60018)]. As an application of the main result, the authors consider some biological models such as the stochastic Duffing-van der Pol oscillator equations (and their generalization, see [\textit{S. Cox} et al., ``Local Lipschitz continuity in the initial value and strong completeness for nonlinear stochastic differential equations, Preprint, \url{arXiv:1309.5595}]), a stochastic SIR model from epidemiology and stochastic Lotka-Volterra systems from population dynamics.
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