摘要
Large deviations for stochastic flow solutions to SDEs containing a small parameter are studied. The obtained results are applied to establish a Cp, r-large deviation principle for stochastic flows and for solutions to anticipating SDEs. The recent results of Millet-Nualart-Sans and Yoshida are improved and refined.
Large deviations for stochastic flow solutions to SDEs containing a small parameter are studied. The obtained results are applied to establish a Cp,r,-large deviation principle for stochastic flows and for solutions to anticipating SDEs. The recent results of Millet-Nualart-Sans and Yoshida are improved and refined.
基金
the National Natural Science Foundation of China (Grant No. 19971025)
973 Project.
