详细信息
A Moderate Deviation Principle for Stochastic Hamiltonian Systems ( SCI-EXPANDED收录 EI收录)
文献类型:期刊文献
英文题名:A Moderate Deviation Principle for Stochastic Hamiltonian Systems
作者:Xu, Jie[1];Gong, Jiayin[1];Ren, Jie[2]
第一作者:Xu, Jie
通讯作者:Xu, J[1]
机构:[1]Henan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Henan, Peoples R China;[2]Henan Univ Econ & Law, Coll Math & Informat Sci, Zhengzhou 450002, Henan, Peoples R China
第一机构:Henan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Henan, Peoples R China
通讯机构:[1]corresponding author), Henan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Henan, Peoples R China.
年份:2023
卷号:27
起止页码:558-575
外文期刊名:ESAIM-PROBABILITY AND STATISTICS
收录:;EI(收录号:20232014083671);Scopus(收录号:2-s2.0-85158883094);WOS:【SCI-EXPANDED(收录号:WOS:000978397400002)】;
基金:The authors would like to thank Editor-in-Chief, two anonymous reviewers and Professor Jicheng Liu for their careful reading of manuscript, correcting errors and making very helping suggestions, which improve the quality of this paper. The authors also acknowledge the support provided by NSFs of China Nos. 11971154 and 11901154.
语种:英文
外文关键词:Moderate deviation principle; Non-Lipschitz condition; Stochastic Hamiltonian systems
摘要:We prove a moderate deviation principle for stochastic differential equations (SDEs) with non-Lipschitz conditions. As an application of our result, we also study the stochastic Hamiltonian systems.
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