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We prove a large deviation principle for stochastic differential equations driven by semimartingales, with additive controls. Conditions are given in terms of characteristics of driven semimartingales, so that if the noise-control pairs…

Probability · Mathematics 2024-08-13 Qiao Huang , Wei Wei , Jinqiao Duan

In this work, we establish the Freidlin--Wentzell large deviations principle (LDP) of the stochastic Cahn--Hilliard equation with small noise, which implies the one-point LDP. Further, we give the one-point LDP of the spatial finite…

Numerical Analysis · Mathematics 2026-03-06 Diancong Jin , Derui Sheng

We prove two Large deviations principles (LDP) in the zone of moderate deviation probabilities. First we establish LDP for the conditional distributions of moderate deviations of empirical bootstrap measures given empirical probability…

Statistics Theory · Mathematics 2014-05-22 Mikhail Ermakov

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

We establish the large deviations principle (LDP) and the moderate deviations principle (MDP) and an almost sure version of the central limit theorem (CLT) for the stochastic 3D viscous primitive equations driven by a multiplicative white…

Probability · Mathematics 2020-10-27 Jakub Slavík

In this paper we derive a Large Deviation Principle (LDP) for inhomogeneous U/V-statistics of a general order. Using this, we derive a LDP for two types of statistics: random multilinear forms, and number of monochromatic copies of a…

Probability · Mathematics 2026-04-01 Sohom Bhattacharya , Nabarun Deb , Sumit Mukherjee

In this article, we consider slow-fast McKean-Vlasov stochastic differential equations driven by Brownian motions and fractional Brownian motions. We give a definition of the large deviation principle (LDP) on the product space related to…

Probability · Mathematics 2023-07-04 Hao Wu , Junhao Hu , Chenggui Yuan

Using a weak convergence approach, we establish a Large Deviation Principle (LDP) for the solutions of fluid dynamic systems in two-dimensional bounded domains subjected to no-slip boundary conditions and perturbed by additive noise. Our…

Probability · Mathematics 2023-05-19 Federico Butori , Eliseo Luongo

Consider the random graph sampled uniformly from the set of all simple graphs with a given degree sequence. Under mild conditions on the degrees, we establish a Large Deviation Principle (LDP) for these random graphs, viewed as elements of…

Probability · Mathematics 2020-11-25 Souvik Dhara , Subhabrata Sen

We prove an large deviation principle for multivalued sdes

Probability · Mathematics 2011-04-28 Jiagang Ren , Siyan Xu , Xicheng Zhang

Localized sufficient conditions for the large deviation principle of the given stochastic differential equations will be presented for stochastic differential equations with non-Lipschitzian and time-inhomogeneous coefficients, which is…

Probability · Mathematics 2014-04-08 Yunjiao Hu , Guangqiang Lan

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 study focuses on large deviation principles for fully coupled multiscale multivalued stochastic systems, in which the slow component is governed by a multivalued stochastic differential equation and the fast component is described by a…

Probability · Mathematics 2025-12-12 Huijie Qiao

In this note, we prove a sharp large derivation principle (LDP) for the cubic nonlinear Schr\"odinger equation with Gaussian random initial data in Fourier Lebesgue spaces. As a consequence, we improve the exponential decay condition in…

Analysis of PDEs · Mathematics 2025-12-09 Rui Liang , Yuzhao Wang

We establish large deviation principles (LDPs) for empirical measures associated with a sequence of Gibbs distributions on $n$-particle configurations, each of which is defined in terms of an inverse temperature $% \beta_n$ and an energy…

Probability · Mathematics 2020-01-07 Paul Dupuis , Vaios Laschos , Kavita Ramanan

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

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 establish the Level-1 and Level-3 Large Deviation Principles (LDPs) for invariant measures on shift spaces over finite alphabets under very general decoupling conditions for which the thermodynamic formalism does not apply. Such…

Mathematical Physics · Physics 2019-06-28 Noé Cuneo , Vojkan Jakšić , Claude-Alain Pillet , Armen Shirikyan

This paper deals with rare events in a general {interacting gas} at high temperature, by means of Large Deviations Principles. The main result is an LDP for the tagged empirical field, which features the competition of an energy term and an…

Probability · Mathematics 2025-06-17 David Padilla-Garza

Let $Z=\{Z(t): t\in \mathbb R\}$ be a stochastic process with trajectories in space $\mathbb D (\mathbb R)$. It is assumed that there exists an essentially smooth function $A:\mathbb R\to (-\infty, \infty] $ such that, for all $\alpha \in…

Probability · Mathematics 2026-05-01 A. A. Borovkov , K. A. Borovkov