Large deviations for neutral functional SDEs with jumps

DOI10.1080/17442508.2014.914516zbMath1319.60124arXiv1201.1474OpenAlexW2062397805MaRDI QIDQ5265774

Chenggui Yuan, Jianhai Bao

Publication date: 29 July 2015

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.1474

zbMATH Keywords

Poisson random measureneutral functional stochastic differential equationsnonlinear growthuniform large deviation principles

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Stochastic functional-differential equations (34K50) Neutral functional-differential equations (34K40) Random measures (60G57)

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