A large-deviation principle for random evolution equations

DOI10.2307/3318466zbMath0977.60030OpenAlexW1993660780MaRDI QIDQ5933565

Mohamed Mellouk

Publication date: 4 January 2002

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1081194155

zbMATH Keywords

Hölder spaceslarge deviations principlerandom evolution equationsrelative compactness

Mathematics Subject Classification ID

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

Related Items (4)

Small random perturbations of random evolution equations ⋮ Small perturbations of random evolution equations with reflection in Hölder norm ⋮ Asymptotic behaviour of randomised fractional volatility models ⋮ Stroock-Varadhan support theorem for random evolution equation in Besov-Orlicz spaces

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