Large deviations for stochastic differential delay equations
The authors establish a Freidlin-Wentzell-type large deviation principle for a class of scalar stochastic differential delay equations under a slightly weaker continuity condition on the coefficients than in [\textit{S.-E. A. Mohammed} and \textit{T. Zhang}, Discrete Contin. Dyn. Syst., Ser. B 6, No. 4, 881--893 (2006; Zbl 1136.60021)].
scientific article; zbMATH DE number 6140524