Uniform large deviation principles for SDEs under locally weak monotonicity conditions
Probability
2024-09-05 v1
Abstract
In this paper, we provide a criterion on uniform large deviation principles (ULDP) for stochastic differential equations under locally weak monotone conditions and Lyapunov conditions, which can be applied to stochastic systems with coefficients of polynomial growth and possible degenerate driving noises, including the stochastic Hamiltonian systems. The weak convergence method plays an important role in obtaining the ULDP. This result extends the scope of applications of the main theorem in \cite{WYZZ}.
Cite
@article{arxiv.2409.02153,
title = {Uniform large deviation principles for SDEs under locally weak monotonicity conditions},
author = {Jian Wang and Hao Yang},
journal= {arXiv preprint arXiv:2409.02153},
year = {2024}
}
Comments
arXiv admin note: substantial text overlap with arXiv:2402.16522