Large deviations for stochastic differential delay equations

DOI10.1016/J.NA.2012.10.004zbMath1284.34117OpenAlexW2045967815MaRDI QIDQ1937587

Chi Mo, Luo, Jiaowan

Publication date: 1 March 2013

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2012.10.004

zbMATH Keywords

large deviation principlestochastic differential delay equationLaplace principle

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Large deviations (60F10) Stochastic functional-differential equations (34K50) Ordinary differential equations and systems with randomness (34F05)

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