Large deviation principle of stochastic differential equations with non-Lipschitzian coefficients

2013 ◽  
Vol 8 (6) ◽  
pp. 1307-1321 ◽  
Author(s):  
Guangqiang Lan
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Deviation Principle

scholarly journals Large Deviations for Stochastic Differential Equations on Sd Associated with the Critical Sobolev Brownian Vector Fields

2011 ◽  
Vol 2011 ◽  
pp. 1-19
Author(s):  
Qinghua Wang
Keyword(s):  
Differential Equations ◽  
Large Deviations ◽  
Stochastic Differential Equations ◽  
Vector Fields ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Deviation Principle

We obtain a large deviation principle for the stochastic differential equations on the sphere Sd associated with the critical Sobolev Brownian vector fields.

scholarly journals Asymptotic properties of coupled forward–backward stochastic differential equations

2014 ◽  
Vol 14 (03) ◽  
pp. 1450004 ◽  
Author(s):  
Ana Bela Cruzeiro ◽  
André de Oliveira Gomes ◽  
Liangquan Zhang
Keyword(s):  
Asymptotic Behavior ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Asymptotic Properties ◽  
Backward Stochastic Differential Equations ◽  
Type Formula ◽  
Deviation Principle

In this paper, we consider coupled forward–backward stochastic differential equations (FBSDEs in short) with parameter ε > 0, of the following type [Formula: see text] We study the asymptotic behavior of its solutions and establish a large deviation principle for the corresponding processes.

Large deviations for stochastic differential equations with general delayed generator

2020 ◽  
Vol 28 (3) ◽  
pp. 197-207
Author(s):  
Clément Manga ◽  
Auguste Aman
Keyword(s):  
Differential Equations ◽  
Large Deviations ◽  
Stochastic Differential Equations ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Differential Delay ◽  
Deviation Principle ◽  
Nonlinear Anal ◽  
Differential Delay Equations ◽  
Stochastic Differential Delay Equations

AbstractThis paper is devoted to derive a Freidlin–Wentzell type of the large deviation principle for stochastic differential equations with general delayed generator. We improve the result of Chi Mo and Jiaowan Luo [C. Mo and J. Luo, Large deviations for stochastic differential delay equations, Nonlinear Anal. 80 2013, 202–210].

LARGE DEVIATION PRINCIPLES FOR ISOTROPIC STOCHASTIC FLOW OF HOMEOMORPHISMS ON Sd

2010 ◽  
Vol 10 (04) ◽  
pp. 465-495 ◽  
Author(s):  
TIANGE XU ◽  
TUSHENG ZHANG
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Vector Fields ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Stochastic Flow ◽  
Deviation Principle ◽  
Large Deviation Principles

In this paper, we obtain a large deviation principle for the flow of homeomorphisms of the stochastic differential equations on the sphere Sd associated with the critical Sobolev Brownian vector fields.

Small double limit with reflecting Wentzel boundary condition

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Ibrahima Sane ◽  
Alassane Diedhiou
Keyword(s):  
Boundary Condition ◽  
Differential Equations ◽  
Large Deviations ◽  
Stochastic Differential Equations ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Rate Function ◽  
Deviation Principle ◽  
Two Parameters ◽  
Double Limit

Abstract We provide a large deviation principle on the stochastic differential equations with reflecting Wentzel boundary condition if δ ε {\frac{\delta}{\varepsilon}} tends to 0 when the two parameters δ (homogenization parameter) and ε (the large deviations parameter) tend to zero. Here, we suppose that the homogenization parameter converges sufficiently quickly more than the large deviations parameter. Furthermore, we will make explicit the associated rate function.

Moderate deviation principle for multivalued stochastic differential equations

2019 ◽  
Vol 20 (03) ◽  
pp. 2050015 ◽  
Author(s):  
Hua Zhang
Keyword(s):  
Brownian Motion ◽  
Weak Convergence ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Moderate Deviation ◽  
Reflected Brownian Motion ◽  
Moderate Deviation Principle ◽  
Deviation Principle ◽  
Weak Convergence Approach

In this paper, we prove a moderate deviation principle for the multivalued stochastic differential equations whose proof are based on recently well-developed weak convergence approach. As an application, we obtain the moderate deviation principle for reflected Brownian motion.

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