LARGE DEVIATIONS FOR SMALL PERTURBATIONS OF SDES WITH NON-MARKOVIAN COEFFICIENTS AND THEIR APPLICATIONS
2006 ◽
Vol 06
(04)
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pp. 487-520
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Keyword(s):
We prove large deviation principles for solutions of small perturbations of SDEs in Hölder norms and Sobolev norms, where the SDEs have non-Markovian coefficients. As an application, we obtain a large deviation principle for solutions of anticipating SDEs in terms of (r, p) capacities on the Wiener space.
2010 ◽
Vol 10
(03)
◽
pp. 315-339
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1997 ◽
Vol 68
(1)
◽
pp. 83-99
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2020 ◽
Vol 28
(3)
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pp. 197-207
2013 ◽
Vol 35
(3)
◽
pp. 968-993
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2014 ◽
Vol 36
(1)
◽
pp. 127-141
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1994 ◽
Vol 7
(3)
◽
pp. 423-436
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2014 ◽
Vol 17
(03)
◽
pp. 1450017
2013 ◽
Vol 35
(1)
◽
pp. 249-273
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