A large deviation principle for small perturbations of random evolution equations in Hoelder norm

DOI10.1016/S0304-4149(97)00020-3zbMath0890.60023MaRDI QIDQ1382554

D. Massart

Publication date: 29 March 1998

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Hölder normlarge deviations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10)

Related Items (2)

Small random perturbations of random evolution equations ⋮ Small perturbations of random evolution equations with reflection in Hölder norm

Cites Work

• A large deviations principle for small perturbations of random evolution equations
• Precise asymptotics of certain Wiener functionals
• Large deviations and the Strassen theorem in Hölder norm
• A function space large deviation principle for certain stochastic integrals
• An introduction to the theory of large deviations
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