Large deviations for stochastic differential delay equations (Q1937587)
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| Language | Label | Description | Also known as |
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| English | Large deviations for stochastic differential delay equations |
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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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