Large deviations principle for multi-scale SDEs in Hölder norm

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.

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Publication Details

Journal
Discrete and Continuous Dynamical Systems - B
Published
2025-10-15
DOI
https://doi.org/10.3934/dcdsb.2025167
Primary Topic
Stochastic processes and financial applications
Type
article
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article

Large deviations principle for multi-scale SDEs in Hölder norm

Discrete and Continuous Dynamical Systems - B
Stochastic processes and financial applications
article

Large deviations principle for multi-scale SDEs in Hölder norm

article en

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.

Discrete and Continuous Dynamical Systems - BVol. 34(0)
Huazhong University of Science and Technology (CN)
Openalex Percentile: Top 38%
Stochastic processes and financial applications
DOIOpen Access PDFOpenAlex
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Large deviations principle for multi-scale SDEs in Hölder norm · Discrete and Continuous Dynamical Systems - B (2025) | TGRS Research Map | TGRS