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We utilize the weak convergence method to establish the Freidlin--Wentzell large deviations principle (LDP) for stochastic delay differential equations (SDDEs) with super-linearly growing coefficients, which covers a large class of cases…

Probability · Mathematics 2022-01-04 Diancong Jin , Ziheng Chen , Tau Zhou

We prove a large deviation principle result for solutions of abstract stochastic evolution equations perturbed by small Levy noise. We use general large deviations theorems of Varadhan and Bryc, viscosity solutions of integro-partial…

Probability · Mathematics 2010-03-09 Andrzej Swiech , Jerzy Zabczyk

The main goal of this article is to study the effect of small, highly nonlinear, unbounded drifts (small time large deviation principle (LDP) based on exponential equivalence arguments) for a class of stochastic partial differential…

Probability · Mathematics 2022-12-27 Ankit Kumar , Manil T. Mohan

In this paper, we prove the large deviation principle (LDP) for stochastic differential equations driven by stochastic integrals in one dimension. The result can be proved with a minimal use of rough path theory, and this implies the LDP…

Probability · Mathematics 2025-01-03 Ryoji Takano

In this paper we consider the Lagrangian Averaged Navier-Stokes Equations, also known as, LANS-$\alpha$ Navier-Stokes model on the two dimensional torus. We assume that the noise is a cylindrical Wiener process and its coefficient is…

Analysis of PDEs · Mathematics 2021-07-27 Z. I. Ali , P. A. Razafimandimby , T. A. Tegegn

We establish the large deviation principle for the slow variables in slow-fast dynamical system driven by both Brownian noises and L\'evy noises. The fast variables evolve at much faster time scale than the slow variables, but they are…

Dynamical Systems · Mathematics 2022-11-22 Shenglan Yuan , René Schilling , Jinqiao Duan

We investigate the large deviation principle (LDP) of the stationary solutions of stochastic functional differential equations (SFDEs) with infinite delay under small random perturbation. First, we demonstrate the existence and uniqueness…

Probability · Mathematics 2026-05-18 Yong Liu , Bin Tang

In this work, we study large deviation properties of the covariance process in fully connected Gaussian deep neural networks. More precisely, we establish a large deviation principle (LDP) for the covariance process in a functional…

Probability · Mathematics 2025-05-14 Luisa Andreis , Federico Bassetti , Christian Hirsch

In this paper, we establish the large deviation principle for 3D stochastic primitive equations with small perturbation multiplicative noise. The proof is mainly based on the weak convergence approach.

Probability · Mathematics 2016-06-14 Zhao Dong , Jianliang Zhai , Rangrang Zhang

In this paper, we first provide a criterion on uniform large deviation principles (ULDP) of stochastic differential equations under Lyapunov conditions on the coefficients, which can be applied to stochastic systems with coefficients of…

Probability · Mathematics 2024-02-27 Jifa Jiang , Jian Wang , Jianliang Zhai , Tusheng Zhang

This paper is concerned with the large deviation principle of the non-local fractional stochastic reaction-diffusion equation with a polynomial drift of arbitrary degree driven by multiplicative noise defined on unbounded domains. We first…

Probability · Mathematics 2023-05-23 Bixiang Wang

We establish a Freidlin-Wentzell type large deviation principle (LDP) for a class of stochastic partial differential equations with locally monotone coefficients driven by L\'evy noise. Our results essentially improve a recent work on this…

Probability · Mathematics 2024-01-23 Weina Wu , Jianliang Zhai , Jiahui Zhu

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…

Probability · Mathematics 2024-09-05 Jian Wang , Hao Yang

We prove a Freidlin-Wentzell large deviation principle for general stochastic evolution equations with small perturbation multiplicative noises. In particular, our general result can be used to deal with a large class of quasi linear…

Probability · Mathematics 2008-01-14 Jiagang Ren , Xicheng Zhang

In this paper, we establish a large deviation principle for stochastic evolution equations with reflection in an infinite dimensional ball. Weak convergence approach plays an important role.

Probability · Mathematics 2024-03-05 Zdzisław Brzeźniak , Qi Li , Tusheng Zhang

We study a stochastic Landau-Lifshitz equation on a bounded interval and with finite dimensional noise. We first show that there exists a pathwise unique solution to this equation and that this solution enjoys the maximal regularity…

Probability · Mathematics 2016-09-15 Z. Brzeźniak , B. Goldys , T. Jegaraj

In this paper, we consider Fredlin-Wentzell type large deviation principle (LDP) of multidimensional reflected stochastic partial differential equations in a convex domain, allowing for oblique direction of reflection. To prove the LDP, a…

Probability · Mathematics 2023-04-03 Hong Shaopeng , Liu Xiangdong

Using a weak convergence approach, we prove a LPD for the solution of 2D stochastic Navier Stokes equations when the viscosity converges to 0 and the noise intensity is multiplied by the square root of the viscosity. Unlike previous results…

Probability · Mathematics 2012-08-09 Hakima Bessaih , Annie Millet

We demonstrate the large deviation principle in the small noise limit for the three dimensional stochastic planetary geostrophic equations of large-scale ocean circulation. In this paper, we first prove the well-posedness of weak solutions…

Probability · Mathematics 2020-08-10 Bo You

In this paper we establish the large deviation principle for the stochastic quasi-geostrophic equation in the subcritical case with small multiplicative noise. The proof is mainly based on the stochastic control and weak convergence…

Probability · Mathematics 2013-05-22 Wei Liu , Michael Röckner , Xiangchan Zhu