Large Deviations for Stochastic Fractional Differential Equations

DOI10.1007/978-3-319-45474-0_11zbMath1425.60029OpenAlexW2512751531MaRDI QIDQ5236976

Murugan Suvinthra

Publication date: 16 October 2019

Published in: Lecture Notes in Electrical Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-45474-0_11

zbMATH Keywords

weak convergencelarge deviation principlestochastic fractional differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Fractional ordinary differential equations (34A08)

Cites Work

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• Controllability of Nonlinear Stochastic Fractional Systems with L´evy Noise
• Asymptotic probabilities and differential equations

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