Large deviations for numerical approximation of stochastic differential delay equations

DOI10.1016/J.CNSNS.2025.109389MaRDI QIDQ6868823zbMATH OpenFDO

Authors Xiaocui Ma, Jun Liu, Fubao Xi

Publication date 23 January 2026

Published in Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CNSNS.2025.109389

zbMATH Keywords

backward Euler-Maruyama methodlarge deviationsone-sided Lipschitz conditionstochastic differential delay equationsweak convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Cites work

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• Large deviations for stochastic differential delay equations
• Large deviations for stochastic systems with memory
• Numerical solutions of stochastic differential delay equations under local Lipschitz condition
• Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions
• Numerical Solutions of Stochastic Differential Delay Equations with Jumps
• Qualitative behaviour of stochastic delay equations with a bounded memory

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