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

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Large deviations for the Boussinesq equations under random influences (2008, methodology): “This method has been recently applied to SPDEs [22, 25] or SDEs in infinite dimensions [19].”
Freidlin-Wentzell's Large Deviations for Stochastic Evolution Equations (2008, background): “This variational representation has been proved to be very effective for various finite dimensional stochastic dynamical system with irregular coefficients(cf. [4, 23, 24], etc.).”
Large Deviations for Stochastic Partial Differential Equations Driven by a Poisson Random Measure (2012, methodology): “In recent years an approach based on certain variational representation formulas for moments of nonnegative functionals of Brownian motions [7] has been increasingly used for the study of the small noise large deviation problem for Brownian motion driven infinite dimensional systems [2, 7, 8, 10, 13”
Variational representations for continuous time processes (2011, background): “examples occur when there is little regularity associated with the process dynamics, such as non-Lipschitz or even discontinuous coe¢ cients [3, 20].”
Large Deviations for Stochastic Evolution Equations with Small Multiplicative Noise (2008, methodology): “of non-Lipschitz SDEs in [ 30 ], for two-dimensional stochastic Navier-Stokes equations in [36] and reaction-diffusion type SPDEs in [8].”