A Large Deviation Principle of Retarded Ornstein-Uhlenbeck Processes Driven by Lévy Noise
DOI10.1080/07362994.2014.939544zbMath1308.60029OpenAlexW1998320973MaRDI QIDQ2929469
Publication date: 12 November 2014
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2014.939544
Lévy processesGaussian processeslarge deviation principlecylindrical Wiener processesretarded Ornstein-Uhlenbeck processesstochastic time delay evolution equations
Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Large deviations (60F10) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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Cites Work
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