a Department of Mathematics, Huazhong University of Science and Technology, Wuhan, Hubei 430074, P.R. China b School of Mathematics and Computational Science, Zhongshan University, Guangzhou, Guangdong 510275, P.R. China
Abstract:
We prove a large deviation principle for flows associated to stochastic differential equations with non-Lipschitz coefficients. As an application we establish a Schilder Theorem for the Brownian motion on the group of diffeomorphisms of the circle.