登录    注册    忘记密码

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.

参考文献:

正在载入数据...

版权所有©河南财经政法大学 重庆维普资讯有限公司 渝B2-20050021-8 
渝公网安备 50019002500408号 违法和不良信息举报中心