Large deviations for stochastic flows and their applications

Authors :: Gao Fuqing Ren Jiagang
Ren Jiagang Gao Fuqing amp
Source :: Science in China Series A: Mathematics. 44:1016-1033
Publication Year :: 2001
Publisher :: Springer Science and Business Media LLC, 2001.
Abstract: Large deviations for stochastic flow solutions to SDEs containing a small parameter are studied. The obtained results are applied to establish a C p,r -large deviation principle for stochastic flows and for solutions to anticipating SDEs. The recent results of Millet-Nualart-Sans and Yoshida are improved and refined.