Large deviations for stochastic differential equations with deviating arguments

MaRDI QIDQ2798834zbMATH OpenFDO

Authors M. Suvinthra, Krishnan Balachandran, J. K. Kim

Publication date 13 April 2016

Published in Nonlinear Functional Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://www.researchgate.net/profile/Suvinthra_Murugan/publication/299191770_Large_Deviations_for_Stochastic_Differential_Equations_with_Deviating_Arguments/links/56f77f4f08ae38d710a1c3c8.pdf

zbMATH Keywords

deviating argumentslarge deviationsstochastic differential equations

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(18)

• Estimations de grandes déviations pour des systèmes où apparaissent un bruit gaussien et un bruit non gaussien. (Large deviations estimations for systems with Gaussian and non-Gaussian noise)
• On large deviations for approximations of SDEs
• Large deviations for stochastic partial differential equations driven by a Poisson random measure
• Large deviations for stochastic differential delay equations
• Large deviations for neutral stochastic functional differential equations
• Large deviations for stochastic fractional integrodifferential equations
• Large deviations of mean-field stochastic differential equations with jumps
• Large deviations of a forward backward stochastic differential equation.
• Large deviations for stochastic differential equations with general delayed generator
• A steady result for large deviation in SDE with an application
• A large deviation principle of retarded Ornstein-Uhlenbeck processes driven by Lévy noise
• Large deviation theory for stochastic difference equations
• Large deviations for stochastic integrodifferential equations of the Itô type with multiple randomness
• Large Deviations for Nonlinear Ito Type Stochastic Integrodifferential Equations
• A small time large deviation principle for stochastic differential delay equations
• Large deviations for multivalued stochastic differential equations
• Functional large deviations for Kac-Stroock approximation to a class of Gaussian processes with application to small noise diffusions
• Large deviations for quasilinear parabolic stochastic partial differential equations

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