Large deviations for stochastic integrodifferential equations of the Itô type with multiple randomness
DOI10.2298/FIL1802473HzbMATH Open1488.60044OpenAlexW2883007848MaRDI QIDQ5014375FDOQ5014375
Authors: A. Haseena, M. Suvinthra, N. Annapoorani
Publication date: 2 December 2021
Published in: Filomat (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2298/fil1802473h
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- scientific article; zbMATH DE number 1583973
large deviationsstochastic integral equationsintegro-ordinary differential equationsstochastic ordinary differential equations
Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Integro-ordinary differential equations (45J05) Stochastic integral equations (60H20)
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Cited In (11)
- On Large Deviations for Systems of Itô Stochastic Equations
- On large deviations of stochastic integrodifferential equations with Brownian motion
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- Moderate deviations for stochastic tidal dynamics equations with multiplicative Gaussian noise
- Large deviations for multivalued stochastic differential equations
- Large Deviations for Nonlinear Ito Type Stochastic Integrodifferential Equations
- Large deviations for stochastic differential delay equations
- General large deviations and functional iterated logarithm law for multivalued stochastic differential equations
- Large deviatons for integro-differential Itô equations
- Large deviations for stochastic fractional integrodifferential equations
- Large deviations for stochastic differential equations with deviating arguments
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