Freidlin–Wentzell's large deviations for homeomorphism flows of non-Lipschitz SDEs

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• 作者：Jiagang Ren and Xicheng Zhang
• 关键词：Freidlin&#x2013 ; Wentzell large deviation ; Non-Lipschitz SDE ; Homeomorphism flows
• 刊名：Bulletin des Sciences Mathematiques
• 出版年：2005
• 期刊代码：7_00074497
• 类别：mt
• 出版时间：2005
• 卷：129
• 期：8
• 页码：643-655
• 文件大小：127 K

摘要

We prove a Freidlin–Wentzell large deviation principle for multi-dimensional stochastic differential equations with non-Lipschitz coefficients and apply it to the Brownian motion on the diffeomorphism group of the disc constructed recently by Airault, Malliavin and Thalmaier.