Large deviations for regime-switching diffusions with infinite delay

DOI10.1016/j.spa.2024.104418MaRDI QIDQ6615466

Chao Zhu, Ya Wang, Fuke Wu

Publication date: 8 October 2024

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

large deviation principleinfinite delaystochastic Gronwall lemmalocal one-sided Lipschitz conditionregime-switching functional diffusion process

Mathematics Subject Classification ID

Diffusion processes (60J60) Large deviations (60F10) Stochastic functional-differential equations (34K50) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Discontinuous functional-differential equations (34K39)

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