Large deviations for stochastic integrodifferential equations of the Itô type with multiple randomness

A Freidlin-Wentzell type large deviation principle is derived for a class of It? type stochastic integrodifferential equations driven by a finite number of multiplicative noises of the Gaussian type. The weak convergence approach is used here to prove the Laplace principle, equivalently large deviat...

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Veröffentlicht in:Filomat 2018, Vol.32 (2), p.473-487
Hauptverfasser: Haseena, A., Suvinthra, M., Annapoorani, N.
Format: Artikel
Sprache:eng
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Zusammenfassung:A Freidlin-Wentzell type large deviation principle is derived for a class of It? type stochastic integrodifferential equations driven by a finite number of multiplicative noises of the Gaussian type. The weak convergence approach is used here to prove the Laplace principle, equivalently large deviation principle. nema
ISSN:0354-5180
2406-0933
DOI:10.2298/FIL1802473H