Large deviations for solutions of singularly perturbed stochastic differential equations

1995 ◽  
Vol 50 (5) ◽  
pp. 989-1013 ◽  
Author(s):  
Yu M Kabanov ◽  
S M Pergamenshchikov
Keyword(s):  
Differential Equations ◽  
Large Deviations ◽  
Stochastic Differential Equations ◽  
Singularly Perturbed

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.

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