{"paper":{"title":"Large Deviations for Non-Markovian Diffusions and a Path-Dependent Eikonal Equation","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Jianfeng Zhang (USC), Jin Ma (USC), Nizar Touzi (CMAP), Zhenjie Ren (CMAP)","submitted_at":"2014-07-20T17:34:42Z","abstract_excerpt":"This paper provides a large deviation principle for Non-Markovian, Brownian motion driven stochastic differential equations with random coefficients. Similar to Gao and Liu \\cite{GL}, this extends the corresponding results collected in Freidlin and Wentzell \\cite{FreidlinWentzell}. However, we use a different line of argument, adapting the PDE method of Fleming \\cite{Fleming} and Evans and Ishii \\cite{EvansIshii} to the path-dependent case, by using backward stochastic differential techniques. Similar to the Markovian case, we obtain a characterization of the action function as the unique boun"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1407.5314","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}