随机哈密顿系统的中等偏差原理

IF 0.6 4区数学 Q4 STATISTICS & PROBABILITY

Esaim-Probability and Statistics Pub Date : 2023-04-04 DOI:10.1051/ps/2023009

Jie Xu, Jiayin Gong, Jie Ren

引用次数: 1

摘要

我们证明了具有非lipschitz条件的随机微分方程(SDEs)的中等偏差原理。作为我们研究结果的一个应用，我们也研究了随机哈密顿系统。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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A moderate deviation principle for stochastic Hamiltonian systems

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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来源期刊

Esaim-Probability and Statistics STATISTICS & PROBABILITY-

CiteScore

1.00

自引率

0.00%

发文量

审稿时长

>12 weeks

期刊介绍： The journal publishes original research and survey papers in the area of Probability and Statistics. It covers theoretical and practical aspects, in any field of these domains. Of particular interest are methodological developments with application in other scientific areas, for example Biology and Genetics, Information Theory, Finance, Bioinformatics, Random structures and Random graphs, Econometrics, Physics. Long papers are very welcome. Indeed, we intend to develop the journal in the direction of applications and to open it to various fields where random mathematical modelling is important. In particular we will call (survey) papers in these areas, in order to make the random community aware of important problems of both theoretical and practical interest. We all know that many recent fascinating developments in Probability and Statistics are coming from "the outside" and we think that ESAIM: P&S should be a good entry point for such exchanges. Of course this does not mean that the journal will be only devoted to practical aspects.