Moderate deviations for neutral stochastic differential delay equations with jumps
From MaRDI portal
Publication:2405926
DOI10.1016/j.spl.2017.02.034zbMath1378.60057OpenAlexW2593555743MaRDI QIDQ2405926
Publication date: 28 September 2017
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2017.02.034
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10)
Related Items
Moderate deviations for stochastic Kuramoto–Sivashinsky equation, The local principle of large deviations for compound Poisson process with catastrophes, Moderate deviation and central limit theorem for stochastic differential delay equations with polynomial growth, Stability of a class of hybrid neutral stochastic differential equations with unbounded delay, Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises, Analysis of stochastic neutral fractional functional differential equations
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A moderate deviation principle for 2-D stochastic Navier-Stokes equations driven by multiplicative Lévy noises
- Variational representations for continuous time processes
- Moderate deviation principles for stochastic differential equations with jumps
- Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative \textit{Lévy} noises
- Large deviations for stochastic tamed 3D Navier-Stokes equations
- Stopping times and tightness
- Large and moderate deviations for the local time of a recurrent Markov chain on \(\mathbb{Z}^2\)
- On moderate deviations for martingales
- Averaging principle of SDE with small diffusion: Moderate deviations
- Moderate deviations for martingales and mixing random processes
- Large deviations for stochastic partial differential equations driven by a Poisson random measure
- Large deviations for stochastic differential delay equations
- A moderate deviation principle for 2-D stochastic Navier-Stokes equations
- Moderate deviations for stochastic reaction-diffusion equations with multiplicative noise
- Asymptotically Optimal Importance Sampling and Stratification for Pricing Path-Dependent Options
- Asymptotic Analysis for Functional Stochastic Differential Equations
- Stationary distributions for retarded stochastic differential equations without dissipativity
- LARGE DEVIATIONS FOR INFINITE‐DIMENSIONAL STOCHASTIC SYSTEMS WITH JUMPS
- A Delayed Black and Scholes Formula
- Large deviations for neutral functional SDEs with jumps
