Moderate deviation and central limit theorem for stochastic differential delay equations with polynomial growth

DOI10.1007/s11464-018-0710-3zbMath1401.60039arXiv1806.11003OpenAlexW2830556264MaRDI QIDQ1787151

Wei Zhang, Jin Tao, Yongqiang Suo

Publication date: 4 October 2018

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.11003

zbMATH Keywords

weak convergencepolynomial growthcentral limit theoremdeviation principlemoderatestochastic differential delay equation (SDDE)

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10)

Related Items (4)

Large deviations for neutral stochastic functional differential equations ⋮ Optimal total variation bounds for stochastic differential delay equations with small noises ⋮ On the existence of continuous processes with given one-dimensional distributions ⋮ Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises

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