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

页码：97 / 107

页数：11

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