Large deviation for small noise path-dependent stochastic differential equations

In this paper, we study the asymptotic behavior of randomly perturbed path-dependent stochastic differential equations with small parameter $\vartheta_{\varepsilon}$, when $\varepsilon \rightarrow 0$, $\vartheta_\varepsilon$ goes to $0$. When $\varepsilon \rightarrow 0$, we establish large deviation principle. The proof of the results relies on the weak convergence approach. As an application, we establish the large deviation for functionals of path-dependent SDEs in small time intervals.