一般时滞发生器随机微分方程的大偏差问题

IF 0.3 Q4 STATISTICS & PROBABILITY

Random Operators and Stochastic Equations Pub Date : 2020-08-27 DOI:10.1515/rose-2020-2039

C. Manga, A. Aman

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引用次数: 1

摘要

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。

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Large deviations for stochastic differential equations with general delayed generator

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].

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来源期刊

Random Operators and Stochastic Equations STATISTICS & PROBABILITY-

CiteScore

0.60

自引率

25.00%

发文量