Moderate deviations for neutral functional stochastic differential equations driven by Levy noises

被引：1
|
作者：
Ma, Xiaocui [1 ]
Xi, Fubao [2 ]
Liu, Dezhi [3 ]
机构：
[1] Jining Univ, Dept Math, Qufu 273155, Peoples R China
[2] Beijing Inst Technol, Sch Math & Stat, Beijing 100081, Peoples R China
[3] Anhui Univ Finance & Econ, Sch Stat & Appl Math, Bengbu 233030, Peoples R China
来源：
FRONTIERS OF MATHEMATICS IN CHINA | 2020年 / 15卷 / 03期
基金：
中国国家自然科学基金;
关键词：
Moderate deviations; neutral functional stochastic differential equations; Poisson random measure; NONHOMOGENEOUS MARKOV-CHAINS; REACTION-DIFFUSION EQUATIONS; DELAY EQUATIONS; SYSTEMS DRIVEN; PRINCIPLE;
D O I：
10.1007/s11464-020-0836-y
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
Using the weak convergence method introduced by A. Budhiraja, P. Dupuis, and A. Ganguly [Ann. Probab., 2016, 44: 1723-1775], we establish the moderate deviation principle for neutral functional stochastic differential equations driven by both Brownian motions and Poisson random measures.
引用
收藏
页码：529 / 554
页数：26
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