On large deviations of stochastic integrodifferential equations with Brownian motion

DOI10.5890/DNC.2017.09.003MaRDI QIDQ4602228zbMATH OpenOpenAlexFDO

Authors A. Haseena, M. Suvinthra, N. Annapoorani

Publication date 9 January 2018

Published in The interdisciplinary journal of Discontinuity, Complexity, and Nonlinearity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5890/dnc.2017.09.003

zbMATH Keywords

integrodifferential equationsLaplace principlelarge deviation principlestochastic differential equations

Mathematics Subject Classification ID

Integro-ordinary differential equations (45J05) Random integral equations (45R05) Brownian motion (60J65)

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Cited in

(11)

• On integral equations arising in the first-passage problem for Brownian motion
• Large deviations for stochastic fractional integrodifferential equations
• Freidlin-Wentzell's large deviations for homeomorphism flows of non-Lipschitz SDEs
• Large deviations for stochastic differential equations with deviating arguments
• Large deviations for stochastic integrodifferential equations of the Itô type with multiple randomness
• Moderate deviations for stochastic tidal dynamics equations with multiplicative Gaussian noise
• Existence and stability results for impulsive stochastic functional integrodifferential equation with Poisson jumps
• Large Deviations for Nonlinear Ito Type Stochastic Integrodifferential Equations
• On the stochastic evolution equation driven by Brownian motion in a separable space
• Integrability in the weak noise theory
• A large deviation principle for stochastic integrals

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