A large deviation principle of retarded Ornstein-Uhlenbeck processes driven by Lévy noise

DOI10.1080/07362994.2014.939544MaRDI QIDQ2929469zbMATH OpenOpenAlexFDO

Authors Kai Liu, Tu-Sheng Zhang

Publication date 12 November 2014

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362994.2014.939544

zbMATH Keywords

Gaussian processeslarge deviation principlecylindrical Wiener processesretarded Ornstein-Uhlenbeck processesstochastic time delay evolution equationsLévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Large deviations (60F10) Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integrals (60H05)

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Cited in

(3)

• Large deviations for neutral stochastic functional differential equations
• Retarded stationary Ornstein-Uhlenbeck processes driven by Lévy noise and operator self-decomposability
• Large deviation for slow-fast McKean-Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions

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