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 |
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Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
Online-Zugang: | Volltext |
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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 |
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ISSN: | 0354-5180 2406-0933 |
DOI: | 10.2298/FIL1802473H |