February 2024 Large deviation principles for SDEs under locally weak monotonicity conditions
Jian Wang, Hao Yang, Jianliang Zhai, Tusheng Zhang
Author Affiliations +
Bernoulli 30(1): 332-345 (February 2024). DOI: 10.3150/23-BEJ1599

Abstract

This paper establishes a Freidlin-Wentzell large deviation principle for stochastic differential equations(SDEs) under locally weak monotonicity conditions and Lyapunov conditions. We illustrate the main result of the paper by showing that it can be applied to SDEs with non-Lipschitzian coefficients, which can not be covered in the existing literature. These include the interesting biological models like stochastic Duffing-van der Pol oscillator model, stochastic SIR model, etc.

Acknowledgements

This work is partially supported by National Key R&D Program of China(No. 2022YFA1006001), National Natural Science Foundation of China (Nos. 12131019, 11971456, 11721101). Jianliang Zhai’s research is also supported by the Fundamental Research Funds for the Central Universities (No. WK3470000016).

Citation

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Jian Wang. Hao Yang. Jianliang Zhai. Tusheng Zhang. "Large deviation principles for SDEs under locally weak monotonicity conditions." Bernoulli 30 (1) 332 - 345, February 2024. https://doi.org/10.3150/23-BEJ1599

Information

Received: 1 October 2021; Published: February 2024
First available in Project Euclid: 8 November 2023

MathSciNet: MR4665580
zbMATH: 07788886
Digital Object Identifier: 10.3150/23-BEJ1599

Keywords: Freidlin-Wentzell large deviation principle , locally weak monotonicity condition , non-Lipschitzian coefficients

Vol.30 • No. 1 • February 2024
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