Large deviations for neutral stochastic functional differential equations

Yongqiang Suo; Chenggui Yuan

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arXiv · 1903.06441

Large deviations for neutral stochastic functional differential equations

Yongqiang Suo·Chenggui Yuan

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Abstract

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

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Yongqiang Suo, Chenggui Yuan. 2019-03-15. Large deviations for neutral stochastic functional differential equations. https://arxiv.org/abs/1903.06441

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