Large deviations for stochastic differential delay equations (Q1937587)
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scientific article; zbMATH DE number 6140524
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| English | Large deviations for stochastic differential delay equations |
scientific article; zbMATH DE number 6140524 |
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Large deviations for stochastic differential delay equations (English)
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1 March 2013
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The authors establish a Freidlin-Wentzell-type large deviation principle for a class of scalar stochastic differential delay equations under a slightly weaker continuity condition on the coefficients than in [\textit{S.-E. A. Mohammed} and \textit{T. Zhang}, Discrete Contin. Dyn. Syst., Ser. B 6, No. 4, 881--893 (2006; Zbl 1136.60021)].
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large deviation principle
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Laplace principle
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stochastic differential delay equation
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0.8734522461891174
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0.869571328163147
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0.8229092359542847
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0.8190463781356812
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