Large deviations for neutral functional SDEs with jumps
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Abstract: A class of functional differential equations are investigated. Using the Girsanov-transformation argument we establish the quadratic transportation cost inequalities for a class of finite-dimensional neutral functional stochastic differential equations and infinite-dimensional neutral functional stochastic partial differential equations under different metrics.
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Cited in
(39)- Asymptotic behavior of sample paths for retarded stochastic differential equations without dissipativity
- Stochastic nonautonomous Gompertz model with Lévy jumps
- Analysis of a predator-prey model with Lévy jumps
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