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math.PR2019
Rolling with Random Slipping and Twisting: A Large Deviation Point of View
Qiao Huang, Wei Wei, Jinqiao Duan
We study a rolling model from the perspective of probability. More precisely, we consider a Riemannian manifold rolling against Euclidean space, where the rolling is coupled with r…
math.PR2019
Large Deviations for Stochastic Differential Equations Driven by Semimartingales
Qiao Huang, Wei Wei, Jinqiao Duan
We prove a large deviation principle for stochastic differential equations driven by semimartingales, with additive controls. Conditions are given in terms of characteristics of dr…