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Large deviations principle for multi-scale SDEs in Hölder norm

Year: 2025
Type: article
Abstract: In this paper, we establish the sufficient condition for the Freidlin-Wentzell large deviations principle (LDP) within the framework of abstract Wiener spaces. As an application, LDP in the Hölder norm for slow-fast stochastic differential equations (SDEs) is derived.
Authors: Jicheng Liu, Guiling Long
Language: English
Open Access status: diamond
OpenAlex ID: W7091376492
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Cites: 23
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