2 papers
math.PR2015
General Large Deviations and Functional Iterated Logarithm Law for Multivalued Stochastic Differential Equations
Jiagang Ren, Jing Wu, Hua Zhang
In this paper, we prove a large deviation principle of Freidlin-Wentzell's type for the multivalued stochastic differential equations. As an application, we derive a functional ite…
math.PR2013
Localization of Wiener Functionals of Fractional Regularity and Applications
Kai He, Jiagang Ren, Hua Zhang
In this paper we localize some of Watanabe's results on fractional Wiener functionals, and use them to give a precise estimate of the difference between two Donsker's delta functio…