|
| | | | |
| | | |
| Stat |
Members: 3669
Articles: 2'599'751
Articles rated: 2609
16 March 2025 |
|
| | | | |
|
Article overview
| |
|
|
Large deviations principle for stochastic delay differential equations with super-linearly growing coefficients | | Diancong Jin
; Ziheng Chen
; Tau Zhou
; | | Date: |
1 Jan 2022 | | Abstract: | We utilize the weak convergence method to establish the Freidlin--Wentzell
large deviations principle (LDP) for stochastic delay differential equations
(SDDEs) with super-linearly growing coefficients, which covers a large class of
cases with non-globally Lipschitz coefficients. The key ingredient in our proof
is the uniform moment estimate of the controlled equation, where we handle the
super-linear growth of the coefficients by an iterative argument. Our results
allow both the drift and diffusion coefficients of the considered equations to
super-linearly grow not only with respect to the delay variable but also to the
state variable. This work extends the existing results which develop the LDPs
for SDDEs with super-linearly growing coefficients only with respect to the
delay variable. | | Source: | arXiv, 2201.00143 | | Services: | Forum | Review | PDF | Favorites | |
|
|
No review found.
Did you like this article?
Note: answers to reviews or questions about the article must be posted in the forum section.
Authors are not allowed to review their own article. They can use the forum section.
|
| |
|
|
|
REGISTER