Large deviations for neutral stochastic functional differential equations

Yongqiang Suo; Chenggui Yuan

doi:10.3934/cpaa.2020103

Article Contents

2020, Volume 19, Issue 4: 2369-2384. Doi: 10.3934/cpaa.2020103

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Large deviations for neutral stochastic functional differential equations

Yongqiang Suo and
Chenggui Yuan^,

Department of Mathematics, Swansea University, Bay Campus, SA1 8EN, UK

^*Corresponding author
^*Corresponding author

Dedicated to Professor Tomás Caraballo on occasion of his 60th Birthday

Received: February 28, 2019

Revised: May 31, 2019

Published: January 2020

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Abstract

In this paper, under a one-sided Lipschitz condition on the drift coefficient we adopt (via contraction principle) an exponential approximation argument to investigate large deviations for neutral stochastic functional differential equations.

Keywords:

Large deviations,
neutral stochastic functional differential equations.

Mathematics Subject Classification: 60F05, 60F10, 60H10.

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References

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