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math.PR2024
Wong-Zakai approximations and support theorems for SDEs under Lyapunov conditions
Qi Li, Jianliang Zhai, Tusheng Zhang
In this paper, we establish the Stroock-Varadhan type support theorems for stochastic differential equations (SDEs) under Lyapunov conditions, which significantly improve the exist…
math.PR2024
Large Deviation Principle of Stochastic Evolution Equations with reflection
Zdzisław Brzeźniak, Qi Li, Tusheng Zhang
In this paper, we establish a large deviation principle for stochastic evolution equations with reflection in an infinite dimensional ball. Weak convergence approach plays an impor…