Moderate deviations for neutral stochastic differential delay equations with jumps

被引：7
|
作者：
Ma, Xiaocui [1 ,2 ]
Xi, Fubao [1 ]
机构：
[1] Beijing Inst Technol, Sch Math & Stat, Beijing 100081, Peoples R China
[2] Jining Univ, Dept Math, Qufu 273155, Shandong, Peoples R China
来源：
STATISTICS & PROBABILITY LETTERS | 2017年 / 126卷
基金：
中国国家自然科学基金;
关键词：
Moderate deviations; Neutral stochastic differential delay equations; Poisson random measure; NAVIER-STOKES EQUATIONS; MARTINGALES; DIFFUSION; DRIVEN; TIME;
D O I：
10.1016/j.spl.2017.02.034
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A moderate deviation principle for neutral stochastic differential delay equations driven by Poisson random measure is established. The weak convergence method introduced by Budhiraja et al. (2016) plays a key role. (C) 2017 Elsevier B.V. All rights reserved.
引用
收藏
页码：97 / 107
页数：11
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