On large deviations of stochastic integrodifferential equations with Brownian motion
DOI10.5890/DNC.2017.09.003zbMATH Open1377.45005OpenAlexW2753203657MaRDI QIDQ4602228FDOQ4602228
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
Recommendations
- Large deviations for stochastic integrodifferential equations of the Itô type with multiple randomness
- Large deviations for stochastic fractional integrodifferential equations
- Large Deviations for Nonlinear Ito Type Stochastic Integrodifferential Equations
- Freidlin-Wentzell's large deviation principle for stochastic integral evolution equations
- A large deviation principle for stochastic integrals
large deviation principlestochastic differential equationsintegrodifferential equationsLaplace principle
Brownian motion (60J65) Integro-ordinary differential equations (45J05) Random integral equations (45R05)
Cited In (11)
- Integrability in the weak noise theory
- Moderate deviations for stochastic tidal dynamics equations with multiplicative Gaussian noise
- Existence and stability results for impulsive stochastic functional integrodifferential equation with Poisson jumps
- On the stochastic evolution equation driven by Brownian motion in a separable space
- Large deviations for stochastic integrodifferential equations of the Itô type with multiple randomness
- Large Deviations for Nonlinear Ito Type Stochastic Integrodifferential Equations
- On integral equations arising in the first-passage problem for Brownian motion
- A large deviation principle for stochastic integrals
- 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
This page was built for publication: On large deviations of stochastic integrodifferential equations with Brownian motion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4602228)
