A small time large deviation principle for stochastic differential delay equations

DOI10.1016/J.AML.2023.108662MaRDI QIDQ6112035zbMATH OpenFDO

Authors Juan Yang, Ziqiang Xiang, Jianliang Zhai

Publication date 7 July 2023

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.AML.2023.108662

zbMATH Keywords

small time large deviation principlestochastic differential delay equationsweak convergence method

Mathematics Subject Classification ID

Stability theory of functional-differential equations (34K20) Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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Cites work

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• Variational representations for continuous time processes

Cited in

(11)

• Exit time asymptotics for small noise stochastic delay differential equations
• Large deviations for Gaussian diffusions with delay
• Moderate deviation and central limit theorem for stochastic differential delay equations with polynomial growth
• Large deviations for stochastic differential delay equations
• On the small time asymptotics of the dynamical \(\Phi_1^4\) model
• Large deviations for stochastic differential equations with general delayed generator
• Large deviations for stochastic differential equations with deviating arguments
• scientific article; zbMATH DE number 4205528 (Why is no real title available?)
• Large deviations for two-time-scale diffusions, with delays
• Convergence order of one point large deviations rate functions for backward Euler method of stochastic delay differential equations with small noise
• Small time large deviation principle for Burgers type stochastic equation with reflection

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