Large deviations for neutral stochastic functional differential equations
Probability
2019-03-18 v1
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.
Keywords
Cite
@article{arxiv.1903.06441,
title = {Large deviations for neutral stochastic functional differential equations},
author = {Yongqiang Suo and Chenggui Yuan},
journal= {arXiv preprint arXiv:1903.06441},
year = {2019}
}
Comments
17pages