Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
9518852 | Bulletin des Sciences Mathématiques | 2005 | 13 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Jiagang Ren, Xicheng Zhang,