Large deviations for stochastic integrodifferential equations of the Itô type with multiple randomness

DOI10.2298/FIL1802473HMaRDI QIDQ5014375zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

large deviationsstochastic integral equationsintegro-ordinary differential equationsstochastic ordinary differential equations

Mathematics Subject Classification ID

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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• scientific article; zbMATH DE number 1583973

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Cited in

(11)

• General large deviations and functional iterated logarithm law for multivalued stochastic differential equations
• On Large Deviations for Systems of Itô Stochastic Equations
• On large deviations of stochastic integrodifferential equations with Brownian motion
• Large deviatons for integro-differential Itô equations
• Large deviations for stochastic differential delay equations
• scientific article; zbMATH DE number 1583973 (Why is no real title available?)
• Large Deviations for Nonlinear Ito Type Stochastic Integrodifferential Equations
• Large deviations for stochastic differential equations with deviating arguments
• Large deviations for stochastic fractional integrodifferential equations
• Large deviations for multivalued stochastic differential equations
• Moderate deviations for stochastic tidal dynamics equations with multiplicative Gaussian noise

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