A moderate deviation principle for stochastic Hamiltonian systems

DOI10.1051/ps/2023009zbMath1517.60070OpenAlexW4362579147MaRDI QIDQ6133922

Jie Ren, Jie Xu, Jiayin Gong

Publication date: 21 August 2023

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ps/2023009

zbMATH Keywords

moderate deviation principlenon-Lipschitz conditionstochastic Hamiltonian systems

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Ordinary differential equations and systems with randomness (34F05)

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