Article ID Journal Published Year Pages File Type
9518852 Bulletin des Sciences Mathématiques 2005 13 Pages PDF
Abstract
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.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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