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

页码：529 / 554

页数：26

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