Large deviations for neutral stochastic functional differential equations

DOI10.3934/CPAA.2020103MaRDI QIDQ2175718zbMATH OpenOpenAlexFDO

Authors Yongqiang Suo, Chenggui Yuan

Publication date 29 April 2020

Published in Communications on Pure and Applied Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1903.06441

zbMATH Keywords

large deviationsneutral stochastic functional differential equations

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Abstract: In this paper, under a one-sided Lipschitz condition on the drift coefficient we adopt (via contraction principle) a exponential approximation argument to investigate large deviations for neutral stochastic functional differential equations.

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Cites work

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• Large deviations for stochastic partial differential equations driven by a Poisson random measure
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Cited in

(10)

• Existence and stability of solutions to neutral conformable stochastic functional differential equations
• Analysis of stochastic neutral fractional functional differential equations
• Large deviations for a class of planar functional stochastic differential equations
• Large deviations for neutral functional SDEs with jumps
• Large deviations for the stochastic functional integral equation with nonlocal condition
• Large deviations for regime-switching diffusions with infinite delay
• Large deviations for numerical approximation of stochastic differential delay equations
• Invariant measures and large deviation principles for stochastic Schrödinger delay lattice systems
• Large deviations principle for stochastic delay differential equations with super-linearly growing coefficients
• Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises

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