Freidlin–Wentzell's large deviations for homeomorphism flows of non-Lipschitz SDEs

Abstract

We prove a Freidlin–Wentzell large deviation principle for multi-dimensional stochastic differential equations with non-Lipschitz coefficients and apply it to the Brownian motion on the diffeomorphism group of the disc constructed recently by Airault, Malliavin and Thalmaier.