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

DOI10.1080/07362994.2014.939544zbMATH Open1308.60029OpenAlexW1998320973MaRDI QIDQ2929469FDOQ2929469

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

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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)

• 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
• Large deviations for neutral stochastic functional differential equations

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