# Large Deviations Principle for SDEs with Dini Continuous Drifts

## TL;DR

This paper establishes a large deviation principle for stochastic differential equations with Dini continuous drifts using a novel Zvonkin transform approach, extending to degenerate cases where previous methods failed.

## Contribution

It introduces a new method based on Zvonkin transform to prove large deviation principles for SDEs with Dini continuous drifts, including degenerate cases.

## Key findings

- Proved large deviation principle for SDEs with Dini continuous drifts.
- Extended the results to degenerate stochastic differential equations.
- Developed a new approach where existing methods are inapplicable.

## Abstract

In this paper, using Zvonkin type transform, the large deviation principle is proved for stochastic differential equations with Dini continuous drifts, where the existed methods for large deviation principle are unavailable. The method and result are new in related fields. Moreover, the result is also extended to a class of degenerate stochastic differential equations with Dini continuous drifts.