Large deviations for stochastic differential delay equations

DOI10.1016/J.NA.2012.10.004MaRDI QIDQ1937587zbMATH OpenOpenAlexFDO

Authors Chi Mo, Jiaowan Luo

Publication date 1 March 2013

Published in Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.na.2012.10.004

zbMATH Keywords

large deviation principlestochastic differential delay equationLaplace principle

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic functional-differential equations (34K50) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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(20)

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• Large deviations for stochastic differential equations with deviating arguments
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• Large deviation theory for stochastic difference equations
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• Large deviations for regime-switching diffusions with infinite delay
• A minimum action method for dynamical systems with constant time delays
• A small time large deviation principle for stochastic differential delay equations
• Large deviations for the stochastic functional integral equation with nonlocal condition
• Large deviations for stochastic integrodifferential equations of the Itô type with multiple randomness
• Large deviations for empirical measures of switching diffusion processes with small parameters
• Large deviations for Gaussian diffusions with delay
• Large Deviations for Nonlinear Ito Type Stochastic Integrodifferential Equations
• Exit time asymptotics for small noise stochastic delay differential equations
• Large deviations for the stochastic predator-prey model with nonlinear functional response
• Analysis of stochastic neutral fractional functional differential equations
• Large deviations for stochastic fractional integrodifferential equations
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