Large deviation principle for SDEs with Dini continuous drifts. Issue 2 (17th February 2021)

• Record Type: Journal Article
• Authors: Cheng, Lingyan; Huang, Xing
• Is Part Of: Stochastics. Volume 93:Issue 2(2021)
• Page Start: 239
• Page End: 251
• Publication Date: 2021-02-17
• Subjects: Dini continuity -- Zvonkin-type transform -- large deviation -- degenerate SDEs; 60H35 -- 60H10 -- 60C30; Stochastic processes -- Periodicals; Probabilities -- Periodicals; 519.2
• DOI: 10.1080/17442508.2020.1712722
• Languages: English
• ISSNs: 1744-2508

Abstract

ABSTRACT: In this paper, using Zvonkin-type transform, the large deviation principle is proved for stochastic differential equations (SDEs) with Dini continuous drifts, where the existed methods for large deviation principle are unavailable. The method and result are new in related fields. Moreover, the result is also extended to a class of degenerate SDEs with Dini continuous drifts.