Large deviations for stochastic differential delay equations
type: Item
instance of: scholarly article
title: Large deviations for stochastic differential delay equations
zbMATH Open document ID: 1284.34117
author: Chi Mo
author: Jiaowan Luo
published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods
publication date: 2013-03-01T00:00:00Z
review text: 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)].
Mathematics Subject Classification ID: 34K50
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 34F05
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 6140524
zbMATH Keywords: large deviation principle
zbMATH Keywords: Laplace principle
zbMATH Keywords: stochastic differential delay equation
reviewed by: Michael Scheutzow
MaRDI profile type: Publication
full work available at URL: j.na.2012.10.004
OpenAlex ID: W2045967815
DOI: 10.1016/J.NA.2012.10.004
description: scientific article; zbMATH DE number 6140524