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
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
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