Large deviations for stochastic differential delay equations (Q1937587)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Large deviations for stochastic differential delay equations |
scientific article; zbMATH DE number 6140524
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for stochastic differential delay equations |
scientific article; zbMATH DE number 6140524 |
Statements
Large deviations for stochastic differential delay equations (English)
0 references
1 March 2013
0 references
The authors establish a Freidlin-Wentzell-type large deviation principle for a class of scalar stochastic differential delay equations under a slightly weaker continuity condition on the coefficients than in [\textit{S.-E. A. Mohammed} and \textit{T. Zhang}, Discrete Contin. Dyn. Syst., Ser. B 6, No. 4, 881--893 (2006; Zbl 1136.60021)].
0 references
large deviation principle
0 references
Laplace principle
0 references
stochastic differential delay equation
0 references
