Large deviations for stochastic differential equations with general delayed generator

IF 0.3 Q4 STATISTICS & PROBABILITY
C. Manga, A. Aman
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引用次数: 1

Abstract

Abstract This paper is devoted to derive a Freidlin–Wentzell type of the large deviation principle for stochastic differential equations with general delayed generator. We improve the result of Chi Mo and Jiaowan Luo [C. Mo and J. Luo, Large deviations for stochastic differential delay equations, Nonlinear Anal. 80 2013, 202–210].
一般时滞发生器随机微分方程的大偏差问题
摘要本文研究了一类具有一般时滞发生器的随机微分方程的Freidlin-Wentzell型大偏差原理。我们改进了迟默和罗胶万的结果[C]。莫和,罗军,随机微分时滞方程的大偏差,非线性学报,2013,32(2):555 - 557。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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来源期刊
Random Operators and Stochastic Equations
Random Operators and Stochastic Equations STATISTICS & PROBABILITY-
CiteScore
0.60
自引率
25.00%
发文量
24
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