On Large Deviations of Stochastic Integrodifferential Equations with Brownian Motion

DOI10.5890/DNC.2017.09.003zbMath1377.45005OpenAlexW2753203657MaRDI QIDQ4602228

Murugan Suvinthra, A. Haseena, N. Annapoorani

Publication date: 9 January 2018

Published in: The interdisciplinary journal of Discontinuity, Complexity, and Nonlinearity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5890/dnc.2017.09.003

zbMATH Keywords

stochastic differential equationslarge deviation principleintegrodifferential equationsLaplace principle

Mathematics Subject Classification ID

Integro-ordinary differential equations (45J05) Brownian motion (60J65) Random integral equations (45R05)

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